+19.7%
GLDM vs SCCO
+114.2%
-94.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.9% | -6.6% | -3.4% |
| 7D | +0.7% | +3.4% | -2.7% | -0.5% |
| 30D | +0.3% | +6.6% | -6.3% | -2.1% |
| 3M | +0.7% | +24.5% | -23.8% | -7.3% |
| 6M | -15.4% | +16.5% | -31.9% | -21.3% |
| YTD | +1.0% | +52.1% | -51.1% | -11.4% |
| 1Y | +19.7% | +114.2% | -94.4% | +2.7% |
| All | +19.7% | +114.2% | -94.5% | +2.7% |
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 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