+74.5%
SCHD vs GLDM
+99.9%
-25.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.7% | -4.6% | +7.3% | +3.0% |
| 30D | +7.1% | -5.5% | +12.6% | +7.5% |
| 3M | +5.7% | -10.9% | +16.6% | +6.5% |
| 6M | +15.6% | -17.3% | +32.9% | +16.9% |
| YTD | +34.9% | -10.2% | +45.1% | +35.1% |
| 1Y | +37.4% | -6.9% | +44.3% | +37.2% |
| 3Y | +74.5% | +98.7% | -24.1% | +50.7% |
| All | +74.5% | +99.9% | -25.4% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling