+57.0%
SCHW vs GGLL
+309.0%
-252.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +0.1% |
| 7D | -1.6% | -3.9% | +2.3% | -1.2% |
| 30D | -1.1% | -15.4% | +14.3% | +0.4% |
| 3M | +20.4% | -21.9% | +42.3% | +22.4% |
| 6M | +13.6% | +4.5% | +9.1% | +11.7% |
| YTD | +7.7% | -2.4% | +10.1% | +6.4% |
| 1Y | +15.2% | +57.8% | -42.6% | +7.9% |
| 3Y | +87.1% | +227.2% | -140.1% | +58.3% |
| All | +57.0% | +309.0% | -252.0% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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