+1,184.1%
SCHG vs GNRC
+2,082.9%
-898.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.2% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -1.3% | -15.7% | +14.5% | +2.6% |
| 3M | +5.4% | -27.3% | +32.8% | +12.5% |
| 6M | +14.4% | -12.1% | +26.5% | +15.6% |
| YTD | +8.0% | +37.1% | -29.1% | -2.9% |
| 1Y | +12.7% | -0.5% | +13.2% | +8.7% |
| 3Y | +85.6% | +61.5% | +24.1% | +53.7% |
| 5Y | +85.5% | -58.6% | +144.1% | +100.3% |
| 10Y | +456.0% | +446.3% | +9.7% | +221.4% |
| All | +1,184.1% | +2,082.9% | -898.8% | +411.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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