+371.6%
GH vs SCCO
+177.0%
+194.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.5% | -2.7% | +0.2% | -1.8% |
| 30D | -4.7% | -0.7% | -4.0% | -4.8% |
| 3M | +20.2% | +8.1% | +12.1% | +16.4% |
| 6M | +78.8% | +4.1% | +74.7% | +73.7% |
| YTD | +54.1% | +41.1% | +13.0% | +32.5% |
| 1Y | +177.1% | +95.6% | +81.5% | +108.5% |
| 3Y | +371.6% | +179.3% | +192.4% | +165.3% |
| All | +371.6% | +177.0% | +194.6% | +165.3% |
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