+145.9%
GLDM vs SCCO
+316.1%
-170.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.5% | -5.3% | +4.7% | +0.6% |
| 30D | +4.4% | +2.7% | +1.7% | +3.8% |
| 3M | -1.1% | +4.2% | -5.3% | -2.3% |
| 6M | -13.7% | -0.6% | -13.0% | -14.5% |
| YTD | +2.8% | +45.0% | -42.2% | -4.0% |
| 1Y | +24.8% | +109.3% | -84.5% | +10.7% |
| 3Y | +127.8% | +180.8% | -53.0% | +91.8% |
| All | +145.9% | +316.1% | -170.2% | +93.2% |
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