+399.9%
GH vs SCCO
+609.8%
-209.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.9% | -5.2% | -2.1% |
| 7D | -2.1% | +3.4% | -5.5% | -3.4% |
| 30D | -4.5% | +6.6% | -11.1% | -7.0% |
| 3M | +28.9% | +24.5% | +4.4% | +17.1% |
| 6M | +76.5% | +16.5% | +60.0% | +62.9% |
| YTD | +57.6% | +52.1% | +5.5% | +28.1% |
| 1Y | +167.5% | +114.2% | +53.4% | +86.2% |
| 3Y | +377.4% | +207.4% | +170.0% | +171.8% |
| 5Y | +23.8% | +353.7% | -329.9% | -41.8% |
| All | +399.9% | +609.8% | -209.9% | +85.3% |
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 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