+633.1%
GS vs SCHG
+454.2%
+178.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.5% |
| 7D | -1.7% | -2.7% | +1.0% | +0.6% |
| 30D | -0.9% | -2.2% | +1.3% | +1.0% |
| 3M | +2.3% | +6.2% | -3.8% | -2.8% |
| 6M | +23.4% | +13.4% | +10.1% | +11.1% |
| YTD | +17.7% | +7.1% | +10.6% | +11.4% |
| 1Y | +35.1% | +12.5% | +22.6% | +22.4% |
| 3Y | +234.9% | +86.2% | +148.8% | +98.0% |
| 5Y | +185.3% | +83.9% | +101.4% | +66.5% |
| All | +633.1% | +454.2% | +178.9% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling