+41.8%
SCHD vs GM
+37.1%
+4.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.8% | +1.3% |
| 7D | +3.2% | +12.1% | -8.9% | +1.9% |
| 30D | +10.7% | +15.2% | -4.5% | +8.9% |
| 3M | +7.8% | +4.9% | +2.9% | +7.2% |
| 6M | +16.7% | +22.6% | -5.9% | +13.9% |
| YTD | +35.3% | +14.4% | +20.8% | +32.4% |
| 1Y | +41.8% | +39.4% | +2.3% | +30.8% |
| All | +41.8% | +37.1% | +4.7% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling