+28.8%
SCHD vs GS
+41.7%
-13.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.6% | +2.4% | -5.1% | -2.7% |
| 30D | -0.3% | -0.1% | -0.2% | -0.3% |
| 3M | +6.1% | +0.2% | +5.9% | +5.8% |
| 6M | +11.7% | +24.8% | -13.1% | +9.2% |
| YTD | +26.3% | +18.8% | +7.6% | +23.2% |
| 1Y | +28.8% | +37.3% | -8.6% | +23.4% |
| All | +28.8% | +41.7% | -13.0% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling