+204.3%
GLDM vs SCHG
+280.3%
-76.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.8% |
| 7D | -5.5% | +4.6% | -10.1% | -5.9% |
| 30D | -7.0% | -6.2% | -0.8% | -6.5% |
| 3M | -12.3% | -3.5% | -8.8% | -12.0% |
| 6M | -17.9% | +0.9% | -18.9% | -18.0% |
| YTD | -10.3% | +5.6% | -15.8% | -10.7% |
| 1Y | -7.8% | +4.4% | -12.2% | -8.1% |
| 3Y | +99.5% | +80.1% | +19.4% | +91.6% |
| 5Y | +106.5% | +71.3% | +35.2% | +97.6% |
| All | +204.3% | +280.3% | -76.0% | +182.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling