-21.1%
GIS vs SCCO
+1,104.1%
-1,125.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.4% | -2.7% | -3.7% | -6.3% |
| 30D | -6.1% | -0.7% | -5.4% | -6.1% |
| 3M | +7.8% | +8.1% | -0.3% | +7.6% |
| 6M | -8.8% | +4.1% | -12.9% | -9.1% |
| YTD | -19.1% | +41.1% | -60.2% | -20.4% |
| 1Y | -24.8% | +95.6% | -120.3% | -27.0% |
| 3Y | -37.6% | +179.3% | -216.8% | -40.9% |
| 5Y | -25.4% | +308.3% | -333.7% | -31.6% |
| All | -21.1% | +1,104.1% | -1,125.2% | -34.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling