+566.6%
SCHD vs GD
+701.2%
-134.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | +0.1% |
| 7D | -0.3% | -5.3% | +5.0% | +2.3% |
| 30D | +3.4% | -6.4% | +9.9% | +6.7% |
| 3M | +7.6% | +5.7% | +1.9% | +4.4% |
| 6M | +12.2% | -0.9% | +13.1% | +11.9% |
| YTD | +29.0% | +8.2% | +20.8% | +22.7% |
| 1Y | +30.3% | +13.4% | +16.9% | +20.9% |
| 3Y | +56.1% | +68.5% | -12.3% | +16.3% |
| 5Y | +60.4% | +97.2% | -36.7% | +8.9% |
| 10Y | +241.3% | +190.2% | +51.1% | +83.1% |
| All | +566.6% | +701.2% | -134.6% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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