+469.5%
GLW vs SCCO
+198.6%
+270.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +4.9% | +2.6% | +5.4% |
| 7D | +14.0% | +3.4% | +10.6% | +12.3% |
| 30D | +0.4% | +6.6% | -6.3% | -2.8% |
| 3M | -11.3% | +24.5% | -35.8% | -19.9% |
| 6M | +35.1% | +16.5% | +18.6% | +25.7% |
| YTD | +90.5% | +52.1% | +38.4% | +63.8% |
| 1Y | +132.0% | +114.2% | +17.9% | +81.5% |
| All | +469.5% | +198.6% | +270.9% | +284.3% |
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 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