+129.7%
GLDM vs SCCO
+182.2%
-52.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -5.3% | +4.7% | +0.8% |
| 30D | +4.4% | +2.7% | +1.7% | +3.7% |
| 3M | -1.1% | +4.2% | -5.3% | -2.6% |
| 6M | -13.7% | -0.6% | -13.0% | -14.8% |
| YTD | +2.8% | +45.0% | -42.2% | -4.8% |
| 1Y | +24.8% | +109.3% | -84.5% | +9.6% |
| All | +129.7% | +182.2% | -52.5% | +92.0% |
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