+130.2%
SCHG vs GGLL
+327.4%
-197.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | +0.1% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | -1.3% | -4.0% | +2.7% | -0.4% |
| 3M | +5.4% | -15.5% | +21.0% | +8.1% |
| 6M | +14.4% | +7.6% | +6.8% | +8.6% |
| YTD | +8.0% | +2.0% | +6.1% | +3.5% |
| 1Y | +12.7% | +63.9% | -51.2% | -6.1% |
| 3Y | +85.6% | +239.7% | -154.0% | +15.0% |
| All | +130.2% | +327.4% | -197.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling