+10.3%
GLXY vs SCHG
+27.4%
-17.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.7% | -6.3% | -5.1% |
| 7D | +4.5% | -0.9% | +5.4% | +7.4% |
| 30D | +28.8% | -2.3% | +31.1% | +37.7% |
| 3M | -23.0% | +4.5% | -27.6% | -31.6% |
| 6M | +17.0% | +13.6% | +3.4% | -16.8% |
| YTD | +12.5% | +7.6% | +4.9% | -4.1% |
| 1Y | -5.4% | +13.0% | -18.4% | -26.5% |
| All | +10.3% | +27.4% | -17.1% | -30.7% |
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