+86.8%
SCHW vs GDDY
+30.8%
+56.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.4% |
| 7D | -1.9% | -3.2% | +1.3% | -1.4% |
| 30D | -1.6% | +6.8% | -8.4% | -2.9% |
| 3M | +21.3% | +30.5% | -9.2% | +13.9% |
| 6M | +16.5% | +13.3% | +3.2% | +12.1% |
| YTD | +8.4% | -21.0% | +29.4% | +13.8% |
| 1Y | +15.6% | -34.0% | +49.6% | +27.2% |
| 3Y | +86.8% | +33.1% | +53.8% | +65.6% |
| All | +86.8% | +30.8% | +56.1% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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