+15.6%
SCHW vs GLDM
+19.0%
-3.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | -0.4% | +0.3% | -0.7% | -0.4% |
| 3M | +21.7% | +0.7% | +21.0% | +21.7% |
| 6M | +13.0% | -15.4% | +28.4% | +14.1% |
| YTD | +8.0% | +1.0% | +7.0% | +6.3% |
| All | +15.6% | +19.0% | -3.4% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling