+591.8%
SCHD vs GS
+1,082.7%
-490.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +0.8% | +1.6% | -0.8% | +0.1% |
| 30D | +8.4% | +1.7% | +6.8% | +7.6% |
| 3M | +5.6% | -11.6% | +17.2% | +10.0% |
| 6M | +15.1% | -1.9% | +17.0% | +14.0% |
| YTD | +33.8% | +5.1% | +28.8% | +27.9% |
| 1Y | +38.5% | +16.4% | +22.1% | +26.9% |
| 3Y | +72.7% | +199.0% | -126.2% | +5.5% |
| 5Y | +63.1% | +157.4% | -94.3% | +4.1% |
| 10Y | +255.9% | +457.2% | -201.3% | +58.3% |
| All | +591.8% | +1,082.7% | -490.9% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling