+21.5%
GPN vs SCHG
+0.2%
+21.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | +2.0% |
| 7D | +10.8% | -6.8% | +17.6% | +15.2% |
| 30D | +16.1% | -11.2% | +27.3% | +25.4% |
| 3M | +8.9% | -7.4% | +16.2% | +13.3% |
| 6M | +37.6% | -1.0% | +38.7% | +34.8% |
| YTD | +23.9% | +0.9% | +23.0% | +17.7% |
| 1Y | +21.5% | -0.2% | +21.6% | +16.4% |
| All | +21.5% | +0.2% | +21.3% | +16.4% |
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