-7.8%
GFS vs SCCO
+258.2%
-265.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | +17.2% | +1.7% | +15.5% | +16.4% |
| 30D | -8.7% | -18.1% | +9.4% | -0.1% |
| 3M | -19.7% | -12.8% | -6.8% | -15.1% |
| 6M | -40.7% | -8.5% | -32.2% | -38.7% |
| YTD | +22.5% | +23.9% | -1.4% | +9.0% |
| 1Y | +25.2% | +30.0% | -4.8% | +9.0% |
| 3Y | -17.7% | +175.2% | -192.9% | -50.0% |
| 5Y | -23.5% | +249.4% | -272.9% | -57.1% |
| All | -7.8% | +258.2% | -265.9% | -47.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling