+60.7%
SCHD vs GS
+185.9%
-125.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -1.1% | +3.4% | -4.5% | -2.1% |
| 30D | +1.5% | +0.2% | +1.3% | +1.4% |
| 3M | +7.4% | -0.3% | +7.7% | +6.7% |
| 6M | +12.4% | +27.4% | -15.0% | +2.4% |
| YTD | +27.5% | +19.6% | +7.9% | +17.9% |
| 1Y | +30.0% | +42.5% | -12.5% | +12.3% |
| 3Y | +56.5% | +240.4% | -183.9% | -7.6% |
| 5Y | +60.7% | +188.9% | -128.2% | -2.9% |
| All | +60.7% | +185.9% | -125.3% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling