+12.5%
SCHG vs GGLL
+60.5%
-48.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | -2.7% | -5.8% | +3.0% | -1.8% |
| 30D | -2.2% | -7.2% | +5.0% | -1.1% |
| 3M | +6.2% | -17.5% | +23.7% | +8.5% |
| 6M | +13.4% | +5.1% | +8.3% | +8.9% |
| YTD | +7.1% | -1.3% | +8.4% | +3.6% |
| 1Y | +12.5% | +60.2% | -47.7% | -0.8% |
| All | +12.5% | +60.5% | -48.0% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling