+75.2%
SCHW vs GD
+55.1%
+20.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | +3.9% | -5.0% | +8.9% | +5.6% |
| 30D | -4.3% | +8.9% | -13.2% | -7.3% |
| 3M | -14.8% | -8.0% | -6.7% | -12.5% |
| 6M | -0.1% | +2.9% | -3.0% | -1.2% |
| YTD | -7.5% | +7.1% | -14.6% | -9.9% |
| 1Y | -1.6% | +5.9% | -7.6% | -3.9% |
| All | +75.2% | +55.1% | +20.2% | +57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling