+107.0%
GLDM vs SCCO
+243.3%
-136.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.7% |
| 7D | -4.6% | -1.9% | -2.7% | -4.2% |
| 30D | -5.5% | -17.4% | +12.0% | -1.7% |
| 3M | -10.9% | -11.7% | +0.8% | -8.8% |
| 6M | -17.3% | -12.1% | -5.2% | -15.7% |
| YTD | -10.2% | +20.9% | -31.0% | -13.2% |
| 1Y | -6.9% | +31.3% | -38.3% | -11.3% |
| 3Y | +98.7% | +170.3% | -71.7% | +68.6% |
| All | +107.0% | +243.3% | -136.3% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling