+19.8%
SCHW vs GLDM
+121.8%
-102.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | +3.9% | +4.7% | -0.8% | +4.0% |
| 30D | -4.3% | -0.9% | -3.4% | -4.3% |
| 3M | -14.8% | -4.3% | -10.5% | -14.9% |
| 6M | -0.1% | -13.4% | +13.3% | -0.8% |
| YTD | -7.5% | -5.8% | -1.7% | -7.2% |
| 1Y | -1.6% | +2.1% | -3.7% | -0.4% |
| 3Y | +71.4% | +105.0% | -33.6% | +94.1% |
| All | +19.8% | +121.8% | -102.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling