+84.0%
SCHG vs GPC
-1.9%
+85.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -2.7% | -1.8% | -1.0% | -2.5% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | +6.2% | +37.4% | -31.2% | +1.2% |
| 6M | +13.4% | +25.4% | -12.1% | +9.3% |
| YTD | +7.1% | +12.2% | -5.1% | +4.3% |
| 1Y | +12.5% | -0.3% | +12.9% | +11.7% |
| All | +84.0% | -1.9% | +85.9% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling