+816.6%
GLD vs SCCO
+7,503.2%
-6,686.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -5.3% | +4.7% | +0.2% |
| 30D | +4.4% | +2.7% | +1.7% | +4.0% |
| 3M | -1.1% | +4.2% | -5.3% | -1.8% |
| 6M | -13.8% | -0.6% | -13.1% | -14.2% |
| YTD | +2.6% | +45.0% | -42.3% | -2.3% |
| 1Y | +24.5% | +109.3% | -84.8% | +13.6% |
| 3Y | +125.8% | +180.8% | -54.9% | +97.0% |
| 5Y | +137.8% | +314.3% | -176.5% | +96.1% |
| 10Y | +221.4% | +1,083.3% | -861.9% | +127.7% |
| All | +816.6% | +7,503.2% | -6,686.7% | +327.3% |
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