+123.1%
SCHG vs GGLL
+210.8%
-87.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.3% |
| 7D | +2.7% | +7.7% | -4.9% | +1.0% |
| 30D | -5.2% | -30.2% | +25.0% | +1.9% |
| 3M | -5.2% | -31.3% | +26.1% | +1.9% |
| 6M | -0.6% | -52.1% | +51.5% | +14.9% |
| YTD | +4.7% | -25.9% | +30.6% | +6.5% |
| 1Y | +6.0% | -8.5% | +14.5% | +1.4% |
| 3Y | +78.9% | +165.5% | -86.6% | +15.6% |
| All | +123.1% | +210.8% | -87.7% | +32.1% |
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