+33.1%
GDDY vs SCCO
+177.0%
-144.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -3.2% | -2.7% | -0.5% | -3.3% |
| 30D | +6.8% | -0.7% | +7.5% | +6.8% |
| 3M | +30.5% | +8.1% | +22.4% | +30.6% |
| 6M | +13.3% | +4.1% | +9.2% | +13.7% |
| YTD | -21.0% | +41.1% | -62.1% | -23.9% |
| 1Y | -34.0% | +95.6% | -129.6% | -39.2% |
| 3Y | +33.1% | +179.3% | -146.2% | +13.9% |
| All | +33.1% | +177.0% | -144.0% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling