+1,122.9%
SCHG vs GAP
+70.3%
+1,052.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +0.4% |
| 7D | -1.0% | -4.1% | +3.1% | -0.3% |
| 30D | -1.3% | +6.2% | -7.5% | -2.5% |
| 3M | +5.4% | -0.7% | +6.1% | +5.1% |
| 6M | +14.4% | -7.1% | +21.5% | +14.7% |
| YTD | +8.0% | -14.1% | +22.1% | +9.3% |
| 1Y | +12.7% | -8.5% | +21.2% | +12.3% |
| 3Y | +85.6% | +115.4% | -29.8% | +49.3% |
| 5Y | +85.5% | +9.8% | +75.7% | +60.6% |
| 10Y | +456.0% | +30.6% | +425.5% | +297.9% |
| All | +1,122.9% | +70.3% | +1,052.6% | +616.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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