+60.0%
SCHD vs GLDM
+121.8%
-61.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.7% | +4.7% | -6.4% | -2.1% |
| 30D | +7.7% | -0.9% | +8.6% | +7.7% |
| 3M | +5.2% | -4.3% | +9.5% | +5.5% |
| 6M | +12.9% | -13.4% | +26.3% | +14.1% |
| YTD | +31.4% | -5.8% | +37.2% | +31.2% |
| 1Y | +37.3% | +2.1% | +35.2% | +35.9% |
| 3Y | +68.3% | +105.0% | -36.7% | +49.5% |
| All | +60.0% | +121.8% | -61.8% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling