+553.6%
SCHD vs GM
+402.1%
+151.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -2.0% | -2.4% | +0.5% | -1.3% |
| 30D | -0.4% | -1.1% | +0.7% | -0.2% |
| 3M | +5.7% | +6.1% | -0.4% | +3.8% |
| 6M | +11.9% | +15.0% | -3.1% | +7.1% |
| YTD | +26.4% | +6.0% | +20.5% | +23.2% |
| 1Y | +27.6% | +47.1% | -19.5% | +13.3% |
| 3Y | +54.9% | +170.5% | -115.5% | +12.9% |
| 5Y | +60.9% | +80.5% | -19.6% | +27.0% |
| 10Y | +243.4% | +238.7% | +4.7% | +110.8% |
| All | +553.6% | +402.1% | +151.5% | +254.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling