+553.0%
SCHD vs GME
+375.1%
+177.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.1% |
| 7D | -2.6% | +4.8% | -7.5% | -2.7% |
| 30D | -0.3% | +5.9% | -6.1% | -0.4% |
| 3M | +6.1% | -10.7% | +16.8% | +6.3% |
| 6M | +11.7% | -19.8% | +31.5% | +12.2% |
| YTD | +26.3% | -0.9% | +27.3% | +26.2% |
| 1Y | +28.8% | -15.7% | +44.4% | +29.1% |
| 3Y | +55.0% | +12.3% | +42.7% | +49.3% |
| 5Y | +60.0% | -60.1% | +120.1% | +55.5% |
| 10Y | +243.1% | +265.3% | -22.2% | +133.1% |
| All | +553.0% | +375.1% | +177.9% | +318.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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