-0.2%
SCHG vs GDDY
-11.2%
+11.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -5.5% |
| 7D | -6.8% | +13.4% | -20.2% | -7.1% |
| 30D | -11.2% | +22.3% | -33.5% | -11.7% |
| 3M | -7.4% | +30.9% | -38.2% | -8.2% |
| 6M | -1.0% | +37.3% | -38.3% | -2.7% |
| YTD | +0.9% | -3.2% | +4.1% | +3.9% |
| 1Y | -0.2% | -9.8% | +9.6% | +3.9% |
| All | -0.2% | -11.2% | +11.0% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling