+3.1%
GLDM vs SCHG
+5.5%
-2.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +2.9% |
| 7D | -0.3% | -2.5% | +2.3% | +1.3% |
| 30D | -1.9% | -5.4% | +3.6% | +1.4% |
| 3M | -0.4% | -2.2% | +1.8% | +0.9% |
| 6M | -10.1% | +5.2% | -15.2% | -12.2% |
| YTD | -5.8% | +6.8% | -12.6% | -10.2% |
| 1Y | +3.1% | +5.9% | -2.8% | -1.1% |
| All | +3.1% | +5.5% | -2.4% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling