+96.9%
GLD vs SCCO
+169.0%
-72.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.8% |
| 7D | -4.6% | -1.9% | -2.7% | -4.1% |
| 30D | -5.5% | -17.4% | +12.0% | -1.0% |
| 3M | -10.9% | -11.7% | +0.8% | -8.5% |
| 6M | -17.4% | -12.1% | -5.3% | -15.6% |
| YTD | -10.3% | +20.9% | -31.2% | -13.6% |
| 1Y | -7.2% | +31.3% | -38.5% | -11.8% |
| 3Y | +96.9% | +170.3% | -73.4% | +67.1% |
| All | +96.9% | +169.0% | -72.1% | +67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling