+218.6%
GLD vs SCCO
+1,202.2%
-983.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | +0.1% | +2.4% | -2.3% | -0.2% |
| 30D | +0.2% | +6.4% | -6.2% | -0.7% |
| 3M | +3.2% | +21.6% | -18.3% | +0.3% |
| 6M | -14.6% | +13.4% | -28.0% | -16.6% |
| YTD | +1.8% | +52.6% | -50.9% | -3.5% |
| 1Y | +20.7% | +122.4% | -101.6% | +10.4% |
| 3Y | +126.5% | +208.5% | -82.0% | +100.0% |
| 5Y | +140.0% | +353.9% | -213.9% | +104.2% |
| All | +218.6% | +1,202.2% | -983.6% | +165.2% |
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 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