+2,064.0%
GS vs SCHW
+325.7%
+1,738.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +0.9% | -0.8% | +1.7% | +1.4% |
| 30D | -1.6% | +1.5% | -3.0% | -2.4% |
| 3M | -4.5% | +24.6% | -29.0% | -15.4% |
| 6M | +20.9% | +14.5% | +6.3% | +11.3% |
| YTD | +19.9% | +10.5% | +9.4% | +12.4% |
| 1Y | +41.4% | +13.4% | +28.0% | +30.6% |
| 3Y | +239.2% | +88.3% | +150.9% | +136.8% |
| 5Y | +185.0% | +62.1% | +123.0% | +102.9% |
| 10Y | +655.0% | +297.3% | +357.7% | +221.6% |
| All | +2,064.0% | +325.7% | +1,738.4% | +496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling