+73.5%
SCHD vs GS
+197.2%
-123.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | +0.4% |
| 7D | -0.7% | +0.8% | -1.5% | -0.9% |
| 30D | +7.9% | +1.2% | +6.7% | +7.5% |
| 3M | +6.0% | -12.4% | +18.4% | +8.7% |
| 6M | +14.5% | -2.3% | +16.9% | +13.5% |
| YTD | +33.2% | +4.6% | +28.6% | +28.6% |
| 1Y | +38.1% | +17.5% | +20.6% | +28.4% |
| 3Y | +73.5% | +202.0% | -128.5% | +12.9% |
| All | +73.5% | +197.2% | -123.7% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling