+93.8%
GD vs SCCO
+264.5%
-170.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -0.8% |
| 7D | -5.0% | -4.8% | -0.1% | -4.5% |
| 30D | +8.9% | -15.8% | +24.7% | +10.8% |
| 3M | -8.0% | -10.9% | +2.9% | -7.3% |
| 6M | +2.9% | -5.1% | +8.0% | +2.3% |
| YTD | +7.1% | +23.2% | -16.2% | +1.7% |
| 1Y | +5.9% | +30.7% | -24.8% | -0.3% |
| 3Y | +53.9% | +164.1% | -110.2% | +27.1% |
| All | +93.8% | +264.5% | -170.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling