+2,175.8%
GLW vs SCCO
+29,038.3%
-26,862.4%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | +0.1% |
| 7D | +15.5% | +1.7% | +13.8% | +15.0% |
| 30D | -19.6% | -18.1% | -1.5% | -13.2% |
| 3M | -28.5% | -12.8% | -15.7% | -24.8% |
| 6M | -39.5% | -8.5% | -31.1% | -37.3% |
| YTD | +37.2% | +23.9% | +13.3% | +27.6% |
| 1Y | +35.4% | +30.0% | +5.4% | +24.0% |
| 3Y | +359.7% | +175.2% | +184.5% | +210.8% |
| 5Y | +244.0% | +249.4% | -5.4% | +106.5% |
| 10Y | +556.7% | +703.4% | -146.7% | +183.7% |
| All | +2,175.8% | +29,038.3% | -26,862.4% | +197.2% |
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