+893.9%
SCHG vs GWRE
+741.3%
+152.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.0% | -13.2% | +12.2% | +2.6% |
| 30D | -1.3% | -18.6% | +17.3% | +3.1% |
| 3M | +5.4% | +18.9% | -13.5% | -1.9% |
| 6M | +14.4% | -11.0% | +25.4% | +13.5% |
| YTD | +8.0% | -29.9% | +37.9% | +13.9% |
| 1Y | +12.7% | -44.3% | +57.1% | +27.0% |
| 3Y | +85.6% | +51.7% | +33.9% | +47.9% |
| 5Y | +85.5% | +15.4% | +70.1% | +55.9% |
| 10Y | +456.0% | +129.4% | +326.6% | +290.3% |
| All | +893.9% | +741.3% | +152.6% | +508.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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