-2.7%
GFS vs SCCO
+339.7%
-342.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -2.4% |
| 7D | +2.6% | +3.4% | -0.8% | +1.0% |
| 30D | -16.4% | +6.6% | -23.0% | -19.1% |
| 3M | -41.6% | +24.5% | -66.1% | -47.4% |
| 6M | -3.7% | +16.5% | -20.2% | -10.9% |
| YTD | +29.3% | +52.1% | -22.8% | +5.1% |
| 1Y | +37.1% | +114.2% | -77.0% | -4.3% |
| 3Y | -22.1% | +207.4% | -229.6% | -55.2% |
| All | -2.7% | +339.7% | -342.4% | -49.1% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling