+551.1%
SCHD vs GIS
+53.6%
+497.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.7% |
| 7D | -3.1% | -8.4% | +5.3% | -0.4% |
| 30D | -0.8% | -5.2% | +4.4% | +0.7% |
| 3M | +6.2% | +8.2% | -2.0% | +3.0% |
| 6M | +11.8% | -12.0% | +23.8% | +15.7% |
| YTD | +26.0% | -18.9% | +44.8% | +33.5% |
| 1Y | +28.1% | -23.6% | +51.8% | +38.3% |
| 3Y | +54.6% | -37.6% | +92.2% | +76.4% |
| 5Y | +60.3% | -25.2% | +85.5% | +68.5% |
| 10Y | +242.1% | -19.3% | +261.5% | +242.9% |
| All | +551.1% | +53.6% | +497.5% | +348.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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