+6.1%
GD vs SCCO
+32.2%
-26.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +0.6% | -2.4% | +3.0% | +0.7% |
| 30D | +9.5% | -16.5% | +25.9% | +10.4% |
| 3M | -5.8% | -10.4% | +4.5% | -5.7% |
| 6M | +7.7% | -2.8% | +10.5% | +6.4% |
| YTD | +11.1% | +27.2% | -16.1% | -1.7% |
| 1Y | +6.1% | +33.6% | -27.5% | -7.5% |
| All | +6.1% | +32.2% | -26.1% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling