+125.1%
SCHW vs GLDM
+245.4%
-120.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.1% |
| 7D | -1.6% | +0.2% | -1.7% | -1.5% |
| 30D | -1.1% | +0.3% | -1.3% | -1.0% |
| 3M | +20.4% | +3.3% | +17.1% | +21.2% |
| 6M | +13.6% | -14.5% | +28.1% | +10.4% |
| YTD | +7.7% | +1.9% | +5.7% | +9.4% |
| 1Y | +15.2% | +21.1% | -5.9% | +23.0% |
| 3Y | +87.1% | +128.6% | -41.5% | +148.2% |
| 5Y | +57.5% | +143.8% | -86.3% | +114.6% |
| All | +125.1% | +245.4% | -120.2% | +289.4% |
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