+132.3%
SCHW vs GH
+473.1%
-340.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.0% |
| 7D | -2.8% | -1.2% | -1.5% | -2.6% |
| 30D | -0.1% | -3.7% | +3.6% | +0.2% |
| 3M | +20.6% | +21.7% | -1.1% | +17.7% |
| 6M | +15.9% | +75.7% | -59.8% | +8.4% |
| YTD | +8.5% | +55.7% | -47.2% | +2.5% |
| 1Y | +17.8% | +181.1% | -163.3% | +3.9% |
| 3Y | +88.5% | +371.6% | -283.1% | +52.0% |
| 5Y | +60.6% | +23.2% | +37.4% | +39.7% |
| All | +132.3% | +473.1% | -340.8% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling