+231.1%
GM vs SCCO
+1,104.1%
-873.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -2.4% | -2.7% | +0.2% | -1.8% |
| 30D | -1.1% | -0.7% | -0.4% | -1.6% |
| 3M | +6.1% | +8.1% | -2.0% | +1.4% |
| 6M | +15.0% | +4.1% | +10.9% | +9.9% |
| YTD | +6.0% | +41.1% | -35.1% | -13.1% |
| 1Y | +47.1% | +95.6% | -48.5% | +2.9% |
| 3Y | +170.5% | +179.3% | -8.8% | +51.1% |
| 5Y | +80.5% | +308.3% | -227.8% | -21.0% |
| All | +231.1% | +1,104.1% | -873.0% | -16.3% |
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