+72.2%
SCHD vs GGLL
+194.0%
-121.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +0.8% | +5.1% | -4.3% | +0.5% |
| 30D | +8.4% | -35.5% | +43.9% | +11.1% |
| 3M | +5.6% | -39.2% | +44.8% | +8.5% |
| 6M | +15.1% | -54.4% | +69.5% | +20.1% |
| YTD | +33.8% | -29.8% | +63.7% | +34.5% |
| 1Y | +38.5% | -20.4% | +58.9% | +37.5% |
| 3Y | +72.7% | +149.7% | -77.0% | +45.7% |
| All | +72.2% | +194.0% | -121.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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