+1,126.0%
SCHG vs GPC
+477.5%
+648.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.4% |
| 7D | -0.1% | +0.2% | -0.3% | -0.2% |
| 30D | -1.5% | -0.4% | -1.1% | -1.4% |
| 3M | +4.4% | +39.2% | -34.8% | -9.7% |
| 6M | +15.7% | +18.2% | -2.5% | +6.6% |
| YTD | +8.3% | +12.1% | -3.8% | +0.8% |
| 1Y | +14.2% | -0.7% | +14.9% | +11.6% |
| 3Y | +88.3% | -1.7% | +89.9% | +76.7% |
| 5Y | +83.5% | +29.3% | +54.2% | +49.5% |
| 10Y | +444.2% | +80.7% | +363.5% | +248.9% |
| All | +1,126.0% | +477.5% | +648.5% | +257.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling