+130.7%
SCHG vs GGLL
+328.4%
-197.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.1% | +1.9% | -1.9% | -0.5% |
| 30D | -1.5% | -9.7% | +8.3% | +0.8% |
| 3M | +4.4% | -18.0% | +22.4% | +7.9% |
| 6M | +15.7% | +15.3% | +0.5% | +7.9% |
| YTD | +8.3% | +2.2% | +6.1% | +3.7% |
| 1Y | +14.2% | +73.1% | -58.9% | -6.2% |
| 3Y | +88.3% | +242.7% | -154.4% | +16.4% |
| All | +130.7% | +328.4% | -197.6% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling