+60.2%
SCHD vs GFI
+538.3%
-478.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | -2.0% | -2.7% | +0.7% | -1.9% |
| 30D | -0.4% | +13.2% | -13.7% | -0.9% |
| 3M | +5.7% | +28.5% | -22.8% | +4.6% |
| 6M | +11.9% | -6.2% | +18.1% | +11.8% |
| YTD | +26.4% | +8.7% | +17.7% | +25.3% |
| 1Y | +27.6% | +24.8% | +2.8% | +25.4% |
| 3Y | +54.9% | +298.0% | -243.1% | +41.7% |
| All | +60.2% | +538.3% | -478.1% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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