+18.2%
GLD vs SCCO
+105.0%
-86.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.2% | +5.5% | +0.7% |
| 7D | -3.4% | -2.7% | -0.7% | -2.6% |
| 30D | -1.1% | -0.2% | -1.0% | -1.4% |
| 3M | +5.8% | +17.8% | -11.9% | -0.9% |
| 6M | -17.1% | +2.3% | -19.3% | -19.3% |
| YTD | 0.0% | +41.6% | -41.6% | -10.5% |
| 1Y | +18.2% | +101.9% | -83.7% | +3.1% |
| All | +18.2% | +105.0% | -86.8% | +3.1% |
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