+10.3%
GLXY vs SCCO
+148.3%
-138.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.3% | -7.4% | -7.2% |
| 7D | +4.5% | +2.4% | +2.1% | +2.8% |
| 30D | +28.8% | +6.4% | +22.4% | +23.9% |
| 3M | -23.0% | +21.6% | -44.6% | -31.4% |
| 6M | +17.0% | +13.4% | +3.6% | +7.4% |
| YTD | +12.5% | +52.6% | -40.2% | -14.7% |
| 1Y | -5.4% | +122.4% | -127.8% | -37.9% |
| All | +10.3% | +148.3% | -138.0% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling