+732.3%
GLD vs SCCO
+6,482.0%
-5,749.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.3% |
| 7D | +2.8% | -1.8% | +4.6% | +3.0% |
| 30D | -4.0% | -17.8% | +13.8% | -1.6% |
| 3M | -8.2% | -12.5% | +4.3% | -6.8% |
| 6M | -14.8% | -4.1% | -10.8% | -14.8% |
| YTD | -6.8% | +25.5% | -32.3% | -9.7% |
| 1Y | -2.4% | +31.0% | -33.3% | -5.9% |
| 3Y | +105.8% | +178.7% | -73.0% | +80.0% |
| 5Y | +113.3% | +279.7% | -166.4% | +78.1% |
| 10Y | +208.4% | +691.4% | -483.0% | +129.9% |
| All | +732.3% | +6,482.0% | -5,749.7% | +294.7% |
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