+553.0%
SCHD vs GAP
+87.6%
+465.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.6% | -0.3% |
| 7D | -2.6% | -3.2% | +0.5% | -2.2% |
| 30D | -0.3% | -0.7% | +0.4% | -0.4% |
| 3M | +6.1% | -0.5% | +6.6% | +5.8% |
| 6M | +11.7% | -5.0% | +16.7% | +11.5% |
| YTD | +26.3% | -14.7% | +41.0% | +27.7% |
| 1Y | +28.8% | -8.6% | +37.4% | +28.3% |
| 3Y | +55.0% | +108.4% | -53.3% | +28.2% |
| 5Y | +60.0% | +5.8% | +54.3% | +41.5% |
| 10Y | +243.1% | +29.6% | +213.5% | +158.1% |
| All | +553.0% | +87.6% | +465.4% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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