+295.1%
SCHW vs GD
+188.9%
+106.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.4% |
| 7D | -1.6% | -3.1% | +1.6% | +0.5% |
| 30D | -1.1% | -10.9% | +9.9% | +6.7% |
| 3M | +20.4% | +2.5% | +17.9% | +18.0% |
| 6M | +13.6% | -1.7% | +15.3% | +14.0% |
| YTD | +7.7% | +6.1% | +1.6% | +2.1% |
| 1Y | +15.2% | +11.7% | +3.5% | +5.1% |
| 3Y | +87.1% | +71.8% | +15.4% | +20.5% |
| 5Y | +57.5% | +92.2% | -34.7% | -8.3% |
| 10Y | +295.1% | +192.2% | +102.9% | +52.6% |
| All | +295.1% | +188.9% | +106.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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