+164.9%
GD vs SCCO
+701.7%
-536.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.6% |
| 7D | +1.9% | +1.7% | +0.2% | +1.5% |
| 30D | +9.2% | -18.1% | +27.3% | +13.5% |
| 3M | -7.5% | -12.8% | +5.4% | -5.6% |
| 6M | +5.8% | -8.5% | +14.2% | +5.7% |
| YTD | +9.8% | +23.9% | -14.1% | +0.3% |
| 1Y | +5.8% | +30.0% | -24.2% | -4.6% |
| 3Y | +58.0% | +175.2% | -117.2% | +11.9% |
| 5Y | +100.4% | +249.4% | -149.0% | +26.7% |
| All | +164.9% | +701.7% | -536.7% | +20.3% |
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