+75.8%
GM vs SCCO
+303.5%
-227.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | -2.4% | -2.7% | +0.2% | -1.9% |
| 30D | -1.1% | -0.7% | -0.4% | -1.5% |
| 3M | +6.1% | +8.1% | -2.0% | +2.6% |
| 6M | +15.0% | +4.1% | +10.9% | +11.3% |
| YTD | +6.0% | +41.1% | -35.1% | -8.4% |
| 1Y | +47.1% | +95.6% | -48.5% | +12.3% |
| 3Y | +170.5% | +179.3% | -8.8% | +72.6% |
| All | +75.8% | +303.5% | -227.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling