+240.4%
GS vs SCHW
+93.3%
+147.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.0% |
| 7D | +3.4% | -1.3% | +4.7% | +4.1% |
| 30D | +0.2% | -0.4% | +0.6% | +0.3% |
| 3M | -0.3% | +21.7% | -22.0% | -11.2% |
| 6M | +27.4% | +13.0% | +14.4% | +17.6% |
| YTD | +19.6% | +8.0% | +11.6% | +13.2% |
| 1Y | +42.5% | +15.8% | +26.6% | +29.0% |
| 3Y | +240.4% | +87.7% | +152.7% | +138.1% |
| All | +240.4% | +93.3% | +147.2% | +138.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling