+243.1%
SCHD vs GS
+640.6%
-397.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.6% | +2.4% | -5.1% | -3.5% |
| 30D | -0.3% | -0.1% | -0.2% | -0.4% |
| 3M | +6.1% | +0.2% | +5.9% | +5.0% |
| 6M | +11.7% | +24.8% | -13.1% | +0.7% |
| YTD | +26.3% | +18.8% | +7.6% | +15.3% |
| 1Y | +28.8% | +37.3% | -8.6% | +10.2% |
| 3Y | +55.0% | +237.9% | -182.9% | -12.6% |
| 5Y | +60.0% | +187.0% | -127.0% | -5.0% |
| 10Y | +243.1% | +650.5% | -407.4% | +31.8% |
| All | +243.1% | +640.6% | -397.5% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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