-2.4%
GFS vs SCCO
+319.0%
-321.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +1.0% | -5.3% | +6.3% | +3.4% |
| 30D | -8.6% | +2.7% | -11.3% | -10.0% |
| 3M | -46.5% | +4.2% | -50.8% | -47.8% |
| 6M | -4.8% | -0.6% | -4.2% | -6.0% |
| YTD | +29.7% | +45.0% | -15.3% | +7.8% |
| 1Y | +35.8% | +109.3% | -73.5% | -4.1% |
| 3Y | -18.3% | +180.8% | -199.1% | -51.1% |
| All | -2.4% | +319.0% | -321.4% | -47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling