+2,077.7%
GLW vs SCCO
+28,322.8%
-26,245.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.9% | -3.4% |
| 7D | +7.7% | -1.9% | +9.7% | +8.7% |
| 30D | -18.8% | -17.4% | -1.4% | -12.7% |
| 3M | -27.7% | -11.7% | -16.1% | -24.3% |
| 6M | -44.4% | -12.1% | -32.3% | -41.6% |
| YTD | +31.3% | +20.9% | +10.4% | +23.2% |
| 1Y | +40.0% | +31.3% | +8.7% | +27.8% |
| 3Y | +339.2% | +170.3% | +168.9% | +199.0% |
| 5Y | +229.2% | +240.8% | -11.6% | +99.5% |
| 10Y | +528.4% | +683.6% | -155.3% | +174.0% |
| All | +2,077.7% | +28,322.8% | -26,245.1% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling