+447.8%
SCHG vs GRMN
+677.8%
-229.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.4% | -0.9% |
| 7D | -1.0% | +2.4% | -3.5% | -2.1% |
| 30D | -1.3% | -8.5% | +7.2% | +2.4% |
| 3M | +5.4% | +19.5% | -14.0% | -3.4% |
| 6M | +14.4% | +21.2% | -6.8% | +3.9% |
| YTD | +8.0% | +41.0% | -33.0% | -8.9% |
| 1Y | +12.7% | +19.6% | -6.9% | +1.7% |
| 3Y | +85.6% | +183.8% | -98.2% | +2.5% |
| 5Y | +85.5% | +83.0% | +2.5% | +25.9% |
| All | +447.8% | +677.8% | -229.9% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling