+1.3%
GFS vs SCCO
+307.9%
-306.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +3.8% | -2.7% | +6.5% | +4.8% |
| 30D | -11.7% | -0.7% | -11.0% | -12.1% |
| 3M | -41.8% | +8.1% | -49.9% | -44.3% |
| 6M | +6.6% | +4.1% | +2.5% | +3.4% |
| YTD | +34.6% | +41.1% | -6.5% | +12.9% |
| 1Y | +46.2% | +95.6% | -49.4% | +6.0% |
| 3Y | -20.3% | +179.3% | -199.6% | -52.3% |
| All | +1.3% | +307.9% | -306.6% | -45.3% |
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 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