+606.5%
GIS vs SCCO
+35,790.2%
-35,183.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | -8.6% | +2.4% | -11.0% | -8.7% |
| 30D | -0.5% | +6.4% | -6.9% | -0.9% |
| 3M | +11.9% | +21.6% | -9.7% | +10.2% |
| 6M | -11.6% | +13.4% | -25.0% | -12.8% |
| YTD | -16.3% | +52.6% | -69.0% | -19.4% |
| 1Y | -21.8% | +122.4% | -144.1% | -26.7% |
| 3Y | -35.7% | +208.5% | -244.1% | -41.8% |
| 5Y | -22.9% | +353.9% | -376.8% | -33.0% |
| 10Y | -16.8% | +1,187.3% | -1,204.1% | -35.0% |
| All | +606.5% | +35,790.2% | -35,183.8% | +347.2% |
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