+248.5%
GLDM vs SCHG
+293.3%
-44.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.8% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | +0.2% | +4.2% | +4.4% |
| 3M | -1.1% | +2.2% | -3.3% | -1.3% |
| 6M | -13.7% | +15.0% | -28.7% | -14.6% |
| YTD | +2.8% | +9.2% | -6.4% | +2.0% |
| 1Y | +24.8% | +15.7% | +9.1% | +23.5% |
| 3Y | +127.8% | +87.3% | +40.5% | +118.1% |
| 5Y | +141.1% | +84.5% | +56.7% | +129.4% |
| All | +248.5% | +293.3% | -44.8% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling