+60.2%
SCHD vs GDDY
+29.8%
+30.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -2.0% | -3.2% | +1.2% | -1.6% |
| 30D | -0.4% | +6.8% | -7.2% | -1.5% |
| 3M | +5.7% | +30.5% | -24.7% | +0.9% |
| 6M | +11.9% | +13.3% | -1.4% | +8.5% |
| YTD | +26.4% | -21.0% | +47.4% | +30.4% |
| 1Y | +27.6% | -34.0% | +61.6% | +36.2% |
| 3Y | +54.9% | +33.1% | +21.9% | +38.4% |
| All | +60.2% | +29.8% | +30.4% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 5y: compounded portfolio wealth divided by compounded GDDY 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…
5y analysis · Full analysis span regression · 6 months rolling