+12.4%
GD vs SCCO
+114.2%
-101.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.9% | -5.7% | -1.1% |
| 7D | -3.5% | +3.4% | -6.9% | -3.7% |
| 30D | -9.0% | +6.6% | -15.7% | -9.6% |
| 3M | +5.1% | +24.5% | -19.4% | +2.8% |
| 6M | -1.0% | +16.5% | -17.5% | -3.1% |
| YTD | +7.3% | +52.1% | -44.8% | 0.0% |
| 1Y | +12.4% | +114.2% | -101.7% | +2.7% |
| All | +12.4% | +114.2% | -101.8% | +2.7% |
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