-0.2%
SCHG vs GFI
+5.1%
-5.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.9% | -8.4% | -5.8% |
| 7D | -6.8% | +7.7% | -14.5% | -7.7% |
| 30D | -11.2% | +4.6% | -15.7% | -11.7% |
| 3M | -7.4% | +3.8% | -11.1% | -8.2% |
| 6M | -1.0% | -7.3% | +6.3% | -1.2% |
| YTD | +0.9% | -8.8% | +9.7% | -1.3% |
| 1Y | -0.2% | +4.3% | -4.5% | -5.9% |
| All | -0.2% | +5.1% | -5.2% | -5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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