-55.2%
GLXY vs SCHG
+5.5%
-60.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +1.3% | -18.2% | -20.8% |
| 7D | -26.8% | -2.5% | -24.3% | -20.7% |
| 30D | -38.3% | -5.4% | -32.9% | -25.8% |
| 3M | -36.9% | -2.2% | -34.7% | -30.9% |
| 6M | -52.1% | +5.2% | -57.3% | -57.1% |
| YTD | -37.5% | +6.8% | -44.3% | -44.1% |
| 1Y | -55.2% | +5.9% | -61.1% | -58.3% |
| All | -55.2% | +5.5% | -60.7% | -58.3% |
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