-18.0%
GIS vs SCCO
+105.9%
-124.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -7.8% | -5.3% | -2.6% | -8.1% |
| 30D | +6.6% | +0.9% | +5.7% | +6.6% |
| 3M | +21.0% | +2.4% | +18.6% | +21.8% |
| 6M | -9.1% | -2.4% | -6.7% | -8.9% |
| YTD | -13.6% | +42.4% | -56.1% | -10.6% |
| 1Y | -18.0% | +105.6% | -123.7% | -14.4% |
| All | -18.0% | +105.9% | -124.0% | -14.4% |
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