+39.4%
GM vs SCCO
+43.0%
-3.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.9% | +2.7% | +4.3% |
| 7D | +12.1% | -7.9% | +20.0% | +13.6% |
| 30D | +15.2% | -13.0% | +28.2% | +17.8% |
| 3M | +4.9% | -6.9% | +11.8% | +5.3% |
| 6M | +22.6% | +11.0% | +11.7% | +17.8% |
| YTD | +14.4% | +30.3% | -15.9% | +3.9% |
| 1Y | +39.4% | +45.0% | -5.6% | +20.2% |
| All | +39.4% | +43.0% | -3.5% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling