+294.9%
SCHW vs DG
+101.8%
+193.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.3% |
| 7D | -1.9% | -6.5% | +4.6% | -0.7% |
| 30D | -1.6% | +4.2% | -5.8% | -2.4% |
| 3M | +21.3% | +9.5% | +11.8% | +18.8% |
| 6M | +16.5% | -13.1% | +29.6% | +18.9% |
| YTD | +8.4% | -4.8% | +13.2% | +8.5% |
| 1Y | +15.6% | +20.6% | -5.0% | +9.9% |
| 3Y | +86.8% | +4.9% | +81.9% | +75.3% |
| 5Y | +60.5% | -37.9% | +98.4% | +74.4% |
| All | +294.9% | +101.8% | +193.1% | +189.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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