+305.7%
SCHW vs GDDY
+390.3%
-84.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.8% | -0.5% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | -1.6% | +6.8% | -8.4% | -3.6% |
| 3M | +21.3% | +30.5% | -9.2% | +11.4% |
| 6M | +16.5% | +13.3% | +3.2% | +10.4% |
| YTD | +8.4% | -21.0% | +29.4% | +12.5% |
| 1Y | +15.6% | -34.0% | +49.6% | +26.0% |
| 3Y | +86.8% | +33.1% | +53.8% | +64.4% |
| 5Y | +60.5% | +30.3% | +30.2% | +39.8% |
| 10Y | +297.7% | +205.5% | +92.2% | +177.9% |
| All | +305.7% | +390.3% | -84.6% | +182.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling