+43.1%
GFS vs SCCO
+113.5%
-70.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +4.5% | +2.4% | +2.1% | +3.3% |
| 30D | -8.2% | +6.4% | -14.6% | -11.2% |
| 3M | -38.9% | +21.6% | -60.4% | -44.6% |
| 6M | -2.9% | +13.4% | -16.3% | -9.8% |
| YTD | +31.8% | +52.6% | -20.9% | +7.1% |
| 1Y | +43.1% | +122.4% | -79.2% | +5.9% |
| All | +43.1% | +113.5% | -70.4% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling