+553.6%
SCHD vs GPN
+337.9%
+215.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -2.0% | -4.6% | +2.6% | -0.6% |
| 30D | -0.4% | -0.3% | -0.1% | -0.5% |
| 3M | +5.7% | +35.4% | -29.7% | -3.9% |
| 6M | +11.9% | +21.7% | -9.8% | +4.2% |
| YTD | +26.4% | +14.9% | +11.6% | +18.8% |
| 1Y | +27.6% | +3.2% | +24.4% | +23.5% |
| 3Y | +54.9% | -27.1% | +82.1% | +62.5% |
| 5Y | +60.9% | -44.4% | +105.3% | +78.6% |
| 10Y | +243.4% | +27.0% | +216.4% | +192.3% |
| All | +553.6% | +337.9% | +215.7% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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