+4,436.7%
GD vs SCCO
+33,989.4%
-29,552.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.3% | -5.3% | 0.0% | -4.3% |
| 30D | -6.4% | +2.7% | -9.1% | -7.1% |
| 3M | +5.7% | +4.2% | +1.5% | +4.0% |
| 6M | -0.9% | -0.6% | -0.3% | -2.4% |
| YTD | +8.2% | +45.0% | -36.8% | -1.5% |
| 1Y | +13.4% | +109.3% | -95.9% | -4.3% |
| 3Y | +68.5% | +180.8% | -112.3% | +30.7% |
| 5Y | +97.2% | +314.3% | -217.1% | +38.2% |
| 10Y | +190.2% | +1,083.3% | -893.1% | +61.2% |
| All | +4,436.7% | +33,989.4% | -29,552.7% | +1,446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling