+96.6%
SCHW vs GLDM
+216.5%
-119.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | -0.1% |
| 7D | +4.2% | +2.9% | +1.3% | +4.7% |
| 30D | -3.8% | -3.9% | +0.1% | -4.4% |
| 3M | -13.6% | -8.1% | -5.5% | -14.8% |
| 6M | +5.3% | -14.7% | +20.0% | +2.4% |
| YTD | -6.0% | -6.6% | +0.6% | -5.8% |
| 1Y | -1.4% | -2.1% | +0.6% | -0.1% |
| 3Y | +77.4% | +107.7% | -30.3% | +130.9% |
| 5Y | +22.9% | +116.5% | -93.6% | +62.2% |
| All | +96.6% | +216.5% | -119.9% | +235.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling