+5.8%
GLXY vs SCCO
+130.4%
-124.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.2% | +0.3% |
| 7D | -8.9% | -2.7% | -6.2% | -7.6% |
| 30D | +19.9% | -0.2% | +20.0% | +19.7% |
| 3M | -20.0% | +17.8% | -37.7% | -27.2% |
| 6M | +10.5% | +2.3% | +8.3% | +7.6% |
| YTD | +7.9% | +41.6% | -33.7% | -14.4% |
| 1Y | -7.5% | +101.9% | -109.4% | -36.2% |
| All | +5.8% | +130.4% | -124.5% | -32.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling