+1,135.8%
SCHG vs GPC
+494.8%
+641.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | -0.7% | +1.2% | -1.9% | -1.2% |
| 30D | +0.2% | +6.0% | -5.7% | -2.1% |
| 3M | +2.2% | +42.6% | -40.4% | -12.4% |
| 6M | +15.0% | +22.8% | -7.7% | +4.4% |
| YTD | +9.2% | +15.5% | -6.3% | +0.4% |
| 1Y | +15.7% | +2.0% | +13.7% | +11.9% |
| 3Y | +87.3% | -1.4% | +88.7% | +76.1% |
| 5Y | +84.5% | +30.6% | +53.9% | +49.9% |
| 10Y | +448.7% | +80.6% | +368.1% | +254.1% |
| All | +1,135.8% | +494.8% | +641.0% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling