+1,122.9%
SCHG vs GFI
+446.6%
+676.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.1% | +0.9% |
| 7D | -1.0% | -4.9% | +3.8% | -0.8% |
| 30D | -1.3% | +10.7% | -12.0% | -1.8% |
| 3M | +5.4% | +25.6% | -20.2% | +4.1% |
| 6M | +14.4% | -8.3% | +22.7% | +14.4% |
| YTD | +8.0% | +6.3% | +1.7% | +7.1% |
| 1Y | +12.7% | +22.1% | -9.3% | +10.9% |
| 3Y | +85.6% | +289.2% | -203.6% | +71.7% |
| 5Y | +85.5% | +531.7% | -446.1% | +66.3% |
| 10Y | +456.0% | +1,043.8% | -587.8% | +384.1% |
| All | +1,122.9% | +446.6% | +676.3% | +1,046.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling