+43,975.2%
SCHW vs GD
+19,982.5%
+23,992.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -0.8% |
| 7D | +3.9% | -5.0% | +8.9% | +6.6% |
| 30D | -4.3% | +8.9% | -13.2% | -8.7% |
| 3M | -14.8% | -8.0% | -6.7% | -11.2% |
| 6M | -0.1% | +2.9% | -3.0% | -2.0% |
| YTD | -7.5% | +7.1% | -14.6% | -11.7% |
| 1Y | -1.6% | +5.9% | -7.6% | -5.6% |
| 3Y | +71.4% | +53.9% | +17.6% | +33.0% |
| 5Y | +20.5% | +95.4% | -74.9% | -18.0% |
| 10Y | +236.5% | +193.5% | +43.1% | +86.5% |
| All | +43,975.2% | +19,982.5% | +23,992.8% | +10,175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling