+5.8%
GLXY vs SCHG
+26.8%
-21.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -2.8% |
| 7D | -8.9% | -2.7% | -6.2% | -1.5% |
| 30D | +19.9% | -2.2% | +22.1% | +28.0% |
| 3M | -20.0% | +6.2% | -26.1% | -32.2% |
| 6M | +10.5% | +13.4% | -2.8% | -21.1% |
| YTD | +7.9% | +7.1% | +0.8% | -6.8% |
| 1Y | -7.5% | +12.5% | -20.0% | -27.2% |
| All | +5.8% | +26.8% | -21.0% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling