+59.5%
SCHW vs GH
+20.8%
+38.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | 0.0% |
| 7D | -1.9% | -2.5% | +0.6% | -1.6% |
| 30D | -1.6% | -4.7% | +3.1% | -1.3% |
| 3M | +21.3% | +20.2% | +1.0% | +18.5% |
| 6M | +16.5% | +78.8% | -62.3% | +8.5% |
| YTD | +8.4% | +54.1% | -45.7% | +2.4% |
| 1Y | +15.6% | +177.1% | -161.4% | +1.7% |
| 3Y | +86.8% | +371.6% | -284.8% | +49.7% |
| All | +59.5% | +20.8% | +38.7% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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