+238.6%
SCHD vs GNRC
+448.8%
-210.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -1.9% |
| 30D | -0.4% | -15.7% | +15.3% | +2.4% |
| 3M | +5.7% | -27.3% | +33.1% | +10.8% |
| 6M | +11.9% | -12.1% | +23.9% | +12.4% |
| YTD | +26.4% | +37.1% | -10.7% | +16.3% |
| 1Y | +27.6% | -0.5% | +28.1% | +23.7% |
| 3Y | +54.9% | +61.5% | -6.6% | +33.1% |
| 5Y | +60.9% | -58.6% | +119.5% | +74.8% |
| All | +238.6% | +448.8% | -210.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling