+125.5%
SCHG vs GGLL
+206.6%
-81.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.3% | -2.6% | +0.7% |
| 7D | -0.9% | +2.9% | -3.8% | -1.5% |
| 30D | -5.9% | -33.1% | +27.2% | +2.1% |
| 3M | -3.4% | -31.2% | +27.8% | +3.9% |
| 6M | +1.1% | -49.4% | +50.4% | +15.0% |
| YTD | +5.9% | -26.8% | +32.7% | +8.0% |
| 1Y | +4.6% | -17.7% | +22.3% | +2.9% |
| 3Y | +80.6% | +160.4% | -79.8% | +17.3% |
| All | +125.5% | +206.6% | -81.1% | +34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling