+178.7%
SCHD vs GLDM
+248.1%
-69.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | +3.4% | +4.4% | -1.0% | +3.1% |
| 3M | +7.6% | -1.1% | +8.7% | +7.7% |
| 6M | +12.2% | -13.7% | +25.8% | +13.2% |
| YTD | +29.0% | +2.8% | +26.2% | +28.3% |
| 1Y | +30.3% | +24.8% | +5.4% | +27.5% |
| 3Y | +56.1% | +127.8% | -71.7% | +44.3% |
| 5Y | +60.4% | +141.1% | -80.7% | +46.1% |
| All | +178.7% | +248.1% | -69.4% | +173.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling