+163.1%
GH vs SCCO
+105.9%
+57.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -0.1% | -5.3% | +5.2% | +0.9% |
| 30D | -1.1% | +0.9% | -2.0% | -1.4% |
| 3M | +21.3% | +2.4% | +18.9% | +20.4% |
| 6M | +73.5% | -2.4% | +75.9% | +70.6% |
| YTD | +58.0% | +42.4% | +15.6% | +53.6% |
| 1Y | +163.1% | +105.6% | +57.4% | +181.0% |
| All | +163.1% | +105.9% | +57.1% | +181.0% |
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