+119.6%
GLW vs SCCO
+105.0%
+14.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.2% | +4.1% | +1.2% |
| 7D | +11.7% | -2.7% | +14.4% | +13.6% |
| 30D | +2.7% | -0.2% | +2.8% | +1.9% |
| 3M | -2.8% | +17.8% | -20.6% | -13.4% |
| 6M | +20.2% | +2.3% | +17.9% | +15.3% |
| YTD | +87.3% | +41.6% | +45.7% | +55.0% |
| 1Y | +119.6% | +101.9% | +17.7% | +74.8% |
| All | +119.6% | +105.0% | +14.6% | +74.8% |
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