-7.3%
GFS vs SCCO
+267.5%
-274.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.9% |
| 7D | +6.2% | -2.4% | +8.6% | +7.6% |
| 30D | -11.4% | -16.5% | +5.1% | -3.8% |
| 3M | -15.5% | -10.4% | -5.1% | -11.8% |
| 6M | -42.6% | -2.8% | -39.9% | -42.2% |
| YTD | +23.2% | +27.2% | -4.0% | +8.4% |
| 1Y | +23.6% | +33.6% | -10.0% | +6.3% |
| 3Y | -17.2% | +182.4% | -199.6% | -50.3% |
| 5Y | -23.4% | +262.8% | -286.2% | -57.2% |
| All | -7.3% | +267.5% | -274.8% | -47.5% |
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