+58.3%
SCHD vs GTLB
-50.1%
+108.5%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.4% |
| 7D | -2.0% | -5.7% | +3.7% | -1.6% |
| 30D | -0.4% | +15.1% | -15.6% | -1.3% |
| 3M | +5.7% | +65.5% | -59.7% | +2.6% |
| 6M | +11.9% | +102.9% | -91.0% | +6.9% |
| YTD | +26.4% | +25.2% | +1.2% | +24.0% |
| 1Y | +27.6% | -5.5% | +33.1% | +27.1% |
| 3Y | +54.9% | -10.9% | +65.8% | +51.9% |
| All | +58.3% | -50.1% | +108.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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