+2,838.6%
GLW vs SCCO
+33,989.4%
-31,150.8%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.1% | +5.8% |
| 7D | +3.8% | -5.3% | +9.0% | +5.8% |
| 30D | -1.3% | +2.7% | -4.0% | -2.6% |
| 3M | -21.8% | +4.2% | -26.0% | -23.2% |
| 6M | +6.9% | -0.6% | +7.5% | +7.3% |
| YTD | +77.2% | +45.0% | +32.2% | +54.9% |
| 1Y | +123.2% | +109.3% | +13.9% | +71.4% |
| 3Y | +400.0% | +180.8% | +219.2% | +233.1% |
| 5Y | +342.8% | +314.3% | +28.5% | +148.0% |
| 10Y | +771.4% | +1,083.3% | -311.9% | +226.1% |
| All | +2,838.6% | +33,989.4% | -31,150.8% | +260.8% |
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 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