+59.7%
SCHW vs GD
+95.9%
-36.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -1.3% | -3.5% | +2.2% | +0.4% |
| 30D | -0.4% | -9.0% | +8.7% | +4.2% |
| 3M | +21.7% | +5.1% | +16.6% | +18.6% |
| 6M | +13.0% | -1.0% | +14.0% | +13.2% |
| YTD | +8.0% | +7.3% | +0.7% | +3.6% |
| 1Y | +15.8% | +12.4% | +3.4% | +8.2% |
| 3Y | +87.7% | +73.7% | +14.0% | +31.2% |
| 5Y | +59.7% | +93.8% | -34.1% | -2.7% |
| All | +59.7% | +95.9% | -36.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling