+93.8%
SCHW vs GLDM
+204.0%
-110.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.6% |
| 7D | -0.9% | -5.5% | +4.6% | -1.8% |
| 30D | -4.4% | -7.0% | +2.6% | -5.5% |
| 3M | -15.9% | -12.3% | -3.6% | -17.6% |
| 6M | +2.0% | -17.9% | +19.9% | -1.4% |
| YTD | -7.3% | -10.3% | +3.0% | -7.7% |
| 1Y | -4.9% | -7.8% | +2.8% | -4.7% |
| 3Y | +74.9% | +99.5% | -24.6% | +126.3% |
| 5Y | +19.2% | +106.5% | -87.3% | +55.8% |
| All | +93.8% | +204.0% | -110.1% | +228.3% |
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