+187.0%
GS vs SCHG
+82.0%
+105.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.2% |
| 7D | +2.4% | -0.9% | +3.3% | +3.1% |
| 30D | -0.1% | -2.3% | +2.2% | +1.7% |
| 3M | +0.2% | +4.5% | -4.3% | -3.0% |
| 6M | +24.8% | +13.6% | +11.2% | +13.8% |
| YTD | +18.8% | +7.6% | +11.2% | +12.8% |
| 1Y | +37.3% | +13.0% | +24.3% | +25.8% |
| 3Y | +237.9% | +87.0% | +150.9% | +122.8% |
| 5Y | +187.0% | +82.9% | +104.2% | +81.6% |
| All | +187.0% | +82.0% | +105.0% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling