+1,112.5%
SCHG vs GRMN
+1,391.1%
-278.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.1% |
| 30D | -2.2% | -12.1% | +9.9% | +2.5% |
| 3M | +6.2% | +18.0% | -11.8% | -1.1% |
| 6M | +13.4% | +13.7% | -0.4% | +6.8% |
| YTD | +7.1% | +35.3% | -28.2% | -6.0% |
| 1Y | +12.5% | +17.2% | -4.7% | +3.7% |
| 3Y | +86.2% | +179.6% | -93.4% | +17.0% |
| 5Y | +83.9% | +75.6% | +8.4% | +36.5% |
| 10Y | +451.3% | +644.2% | -192.9% | +149.0% |
| All | +1,112.5% | +1,391.1% | -278.7% | +301.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling