+40.0%
GLW vs SCCO
+26.3%
+13.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.9% | -2.6% |
| 7D | +7.7% | -1.9% | +9.7% | +9.5% |
| 30D | -18.8% | -17.4% | -1.4% | -7.4% |
| 3M | -27.7% | -11.7% | -16.1% | -21.8% |
| 6M | -44.4% | -12.1% | -32.3% | -39.9% |
| YTD | +31.3% | +20.9% | +10.4% | +15.5% |
| 1Y | +40.0% | +31.3% | +8.7% | +13.8% |
| All | +40.0% | +26.3% | +13.8% | +13.8% |
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