+700.9%
GLD vs SCCO
+6,239.4%
-5,538.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.6% | +0.5% |
| 7D | -4.6% | -1.9% | -2.7% | -4.3% |
| 30D | -5.5% | -17.4% | +12.0% | -3.2% |
| 3M | -10.9% | -11.7% | +0.8% | -9.6% |
| 6M | -17.4% | -12.1% | -5.3% | -16.4% |
| YTD | -10.3% | +20.9% | -31.2% | -12.7% |
| 1Y | -7.2% | +31.3% | -38.5% | -10.5% |
| 3Y | +96.9% | +170.3% | -73.4% | +72.9% |
| 5Y | +103.8% | +240.8% | -137.0% | +72.3% |
| 10Y | +203.5% | +683.6% | -480.1% | +126.6% |
| All | +700.9% | +6,239.4% | -5,538.5% | +281.7% |
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