+190.6%
GD vs SCCO
+1,146.4%
-955.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.8% |
| 7D | -3.5% | +3.4% | -6.9% | -4.2% |
| 30D | -9.0% | +6.6% | -15.7% | -10.6% |
| 3M | +5.1% | +24.5% | -19.4% | -0.7% |
| 6M | -1.0% | +16.5% | -17.5% | -6.1% |
| YTD | +7.3% | +52.1% | -44.8% | -5.5% |
| 1Y | +12.4% | +114.2% | -101.7% | -9.6% |
| 3Y | +73.7% | +207.4% | -133.7% | +21.7% |
| 5Y | +93.8% | +353.7% | -260.0% | +15.5% |
| 10Y | +190.6% | +1,144.5% | -953.9% | +17.0% |
| All | +190.6% | +1,146.4% | -955.8% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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