+240.4%
GS vs SCHG
+88.4%
+152.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.5% |
| 7D | +3.4% | -0.1% | +3.4% | +3.5% |
| 30D | +0.2% | -1.5% | +1.7% | +1.6% |
| 3M | -0.3% | +4.4% | -4.7% | -4.1% |
| 6M | +27.4% | +15.7% | +11.6% | +11.8% |
| YTD | +19.6% | +8.3% | +11.3% | +11.5% |
| 1Y | +42.5% | +14.2% | +28.2% | +26.5% |
| 3Y | +240.4% | +88.3% | +152.2% | +111.3% |
| All | +240.4% | +88.4% | +152.0% | +111.3% |
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 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