+177.4%
GD vs SCCO
+844.0%
-666.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -3.0% | +1.2% |
| 7D | -3.0% | -0.9% | -2.2% | -2.9% |
| 30D | +9.3% | -15.0% | +24.3% | +12.7% |
| 3M | -7.2% | -9.1% | +1.9% | -6.1% |
| 6M | +5.5% | -0.9% | +6.3% | +3.6% |
| YTD | +9.5% | +29.7% | -20.2% | -0.8% |
| 1Y | +6.4% | +38.2% | -31.7% | -5.2% |
| 3Y | +59.8% | +191.5% | -131.6% | +12.0% |
| 5Y | +98.0% | +281.7% | -183.7% | +22.5% |
| 10Y | +177.4% | +830.3% | -652.9% | +22.5% |
| All | +177.4% | +844.0% | -666.6% | +22.5% |
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