+85.6%
SCHG vs GFI
+296.4%
-210.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -1.0% | -2.7% | +1.7% | -0.9% |
| 30D | -1.3% | +13.2% | -14.5% | -2.1% |
| 3M | +5.4% | +28.5% | -23.0% | +3.6% |
| 6M | +14.4% | -6.2% | +20.6% | +13.9% |
| YTD | +8.0% | +8.7% | -0.7% | +6.8% |
| 1Y | +12.7% | +24.8% | -12.1% | +10.7% |
| 3Y | +85.6% | +298.0% | -212.4% | +74.2% |
| All | +85.6% | +296.4% | -210.8% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling