-15.5%
GLXY vs SCHG
+13.0%
-28.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | -1.3% |
| 7D | -7.3% | -1.0% | -6.3% | -4.5% |
| 30D | +15.7% | -1.3% | +17.0% | +20.3% |
| 3M | -26.7% | +5.4% | -32.1% | -37.0% |
| 6M | +13.7% | +14.4% | -0.7% | -21.5% |
| YTD | +9.1% | +8.0% | +1.1% | -8.2% |
| 1Y | -15.5% | +12.7% | -28.2% | -33.0% |
| All | -15.5% | +13.0% | -28.5% | -33.0% |
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 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