+376.1%
GLW vs SCCO
+313.8%
+62.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.2% | +4.1% | -0.3% |
| 7D | +11.7% | -2.7% | +14.4% | +13.0% |
| 30D | +2.7% | -0.2% | +2.8% | +2.4% |
| 3M | -2.8% | +17.8% | -20.6% | -9.2% |
| 6M | +20.2% | +2.3% | +17.9% | +18.3% |
| YTD | +87.3% | +41.6% | +45.7% | +66.6% |
| 1Y | +119.6% | +101.9% | +17.7% | +76.0% |
| 3Y | +453.7% | +186.2% | +267.5% | +283.6% |
| 5Y | +376.1% | +309.7% | +66.4% | +181.0% |
| All | +376.1% | +313.8% | +62.3% | +181.0% |
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