+448.8%
GS vs SCHW
+201.7%
+247.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | +1.6% | +4.2% | -2.6% | -0.7% |
| 30D | +1.7% | -3.8% | +5.5% | +3.8% |
| 3M | -11.6% | -13.6% | +2.0% | -4.3% |
| 6M | -1.9% | +5.3% | -7.2% | -5.7% |
| YTD | +5.1% | -6.0% | +11.0% | +7.1% |
| 1Y | +16.4% | -1.4% | +17.8% | +15.6% |
| 3Y | +199.0% | +77.4% | +121.6% | +110.5% |
| 5Y | +157.4% | +22.9% | +134.5% | +109.2% |
| All | +448.8% | +201.7% | +247.1% | +125.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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