-20.1%
GFS vs SCCO
+169.0%
-189.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.6% |
| 7D | +7.4% | -1.9% | +9.3% | +8.4% |
| 30D | -15.3% | -17.4% | +2.2% | -7.2% |
| 3M | -21.1% | -11.7% | -9.4% | -17.0% |
| 6M | -44.5% | -12.1% | -32.4% | -41.5% |
| YTD | +19.2% | +20.9% | -1.6% | +6.7% |
| 1Y | +27.2% | +31.3% | -4.1% | +9.6% |
| 3Y | -20.1% | +170.3% | -190.4% | -51.2% |
| All | -20.1% | +169.0% | -189.1% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling