+559.1%
SCHD vs GPC
+271.9%
+287.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | 0.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +1.5% | -0.4% | +1.9% | +1.6% |
| 3M | +7.4% | +39.2% | -31.8% | -6.6% |
| 6M | +12.4% | +18.2% | -5.9% | +3.9% |
| YTD | +27.5% | +12.1% | +15.4% | +19.3% |
| 1Y | +30.0% | -0.7% | +30.7% | +27.7% |
| 3Y | +56.5% | -1.7% | +58.2% | +49.0% |
| 5Y | +60.7% | +29.3% | +31.4% | +32.7% |
| 10Y | +237.8% | +80.7% | +157.1% | +128.5% |
| All | +559.1% | +271.9% | +287.3% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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