+23.6%
GFS vs SCCO
+32.2%
-8.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.8% |
| 7D | +6.2% | -2.4% | +8.6% | +7.7% |
| 30D | -11.4% | -16.5% | +5.1% | -3.3% |
| 3M | -15.5% | -10.4% | -5.1% | -11.5% |
| 6M | -42.6% | -2.8% | -39.9% | -42.3% |
| YTD | +23.2% | +27.2% | -4.0% | +5.2% |
| 1Y | +23.6% | +33.6% | -10.0% | +1.8% |
| All | +23.6% | +32.2% | -8.6% | +1.8% |
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