+64.1%
SCHD vs GGLL
+328.4%
-264.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | +1.9% | -3.0% | -1.3% |
| 30D | +1.5% | -9.7% | +11.2% | +2.2% |
| 3M | +7.4% | -18.0% | +25.4% | +8.4% |
| 6M | +12.4% | +15.3% | -2.9% | +9.9% |
| YTD | +27.5% | +2.2% | +25.3% | +25.7% |
| 1Y | +30.0% | +73.1% | -43.1% | +21.9% |
| 3Y | +56.5% | +242.7% | -186.2% | +30.4% |
| All | +64.1% | +328.4% | -264.3% | +32.3% |
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