+277.1%
SCHD vs GDDY
+390.3%
-113.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.8% | -1.4% | +0.1% |
| 7D | -2.0% | -3.2% | +1.2% | -1.5% |
| 30D | -0.4% | +6.8% | -7.2% | -1.7% |
| 3M | +5.7% | +30.5% | -24.7% | +0.2% |
| 6M | +11.9% | +13.3% | -1.4% | +8.0% |
| YTD | +26.4% | -21.0% | +47.4% | +29.6% |
| 1Y | +27.6% | -34.0% | +61.6% | +35.1% |
| 3Y | +54.9% | +33.1% | +21.9% | +41.3% |
| 5Y | +60.9% | +30.3% | +30.6% | +45.3% |
| 10Y | +243.4% | +205.5% | +37.9% | +173.7% |
| All | +277.1% | +390.3% | -113.3% | +198.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling