+238.0%
GM vs SCHG
+1,029.7%
-791.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.4% | -1.4% |
| 7D | -2.4% | -1.0% | -1.4% | -1.5% |
| 30D | -1.1% | -1.3% | +0.2% | 0.0% |
| 3M | +6.1% | +5.4% | +0.7% | +0.8% |
| 6M | +15.0% | +14.4% | +0.6% | +1.3% |
| YTD | +6.0% | +8.0% | -2.0% | -1.6% |
| 1Y | +47.1% | +12.7% | +34.4% | +30.6% |
| 3Y | +170.5% | +85.6% | +84.9% | +43.1% |
| 5Y | +80.5% | +85.5% | -5.0% | -5.7% |
| 10Y | +238.7% | +456.0% | -217.3% | -49.3% |
| All | +238.0% | +1,029.7% | -791.7% | -77.3% |
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 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