+175.6%
SCHD vs GLDM
+242.2%
-66.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | -1.1% | +0.7% | -1.9% | -1.2% |
| 30D | +1.5% | +0.3% | +1.2% | +1.5% |
| 3M | +7.4% | +0.7% | +6.7% | +7.3% |
| 6M | +12.4% | -15.4% | +27.8% | +13.6% |
| YTD | +27.5% | +1.0% | +26.5% | +27.0% |
| 1Y | +30.0% | +19.7% | +10.3% | +27.6% |
| 3Y | +56.5% | +126.5% | -70.0% | +44.6% |
| 5Y | +60.7% | +142.5% | -81.8% | +46.4% |
| All | +175.6% | +242.2% | -66.6% | +171.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling