+553.0%
SCHD vs GRMN
+1,151.9%
-598.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.6% |
| 7D | -2.6% | -1.4% | -1.2% | -2.2% |
| 30D | -0.3% | -13.1% | +12.8% | +3.7% |
| 3M | +6.1% | +14.9% | -8.9% | +1.2% |
| 6M | +11.7% | +13.1% | -1.4% | +6.7% |
| YTD | +26.3% | +35.3% | -9.0% | +13.8% |
| 1Y | +28.8% | +16.0% | +12.8% | +21.1% |
| 3Y | +55.0% | +179.6% | -124.6% | +6.1% |
| 5Y | +60.0% | +75.0% | -15.0% | +25.5% |
| 10Y | +243.1% | +644.1% | -401.0% | +79.9% |
| All | +553.0% | +1,151.9% | -598.9% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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