+56.0%
SCHD vs GFS
-2.1%
+58.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | +3.2% | -6.3% | -3.5% |
| 30D | -0.8% | -9.6% | +8.7% | +0.3% |
| 3M | +6.2% | -38.5% | +44.7% | +11.9% |
| 6M | +11.8% | -1.3% | +13.1% | +9.1% |
| YTD | +26.0% | +31.8% | -5.8% | +16.9% |
| 1Y | +28.1% | +44.6% | -16.4% | +16.8% |
| 3Y | +54.6% | -20.6% | +75.2% | +50.3% |
| All | +56.0% | -2.1% | +58.0% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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