+579.1%
SCHD vs GD
+693.1%
-114.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | -1.7% | -5.0% | +3.3% | +0.7% |
| 30D | +7.7% | +8.9% | -1.2% | +3.3% |
| 3M | +5.2% | -8.0% | +13.2% | +9.3% |
| 6M | +12.9% | +2.9% | +10.0% | +10.6% |
| YTD | +31.4% | +7.1% | +24.3% | +25.4% |
| 1Y | +37.3% | +5.9% | +31.3% | +31.7% |
| 3Y | +68.3% | +53.9% | +14.5% | +31.6% |
| 5Y | +59.9% | +95.4% | -35.5% | +8.9% |
| 10Y | +260.8% | +193.5% | +67.3% | +92.4% |
| All | +579.1% | +693.1% | -114.0% | +131.6% |
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