-57.4%
GNRC vs SCCO
+303.5%
-360.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.9% |
| 30D | -15.7% | -0.7% | -15.0% | -16.0% |
| 3M | -27.3% | +8.1% | -35.4% | -30.6% |
| 6M | -12.1% | +4.1% | -16.2% | -15.4% |
| YTD | +37.1% | +41.1% | -4.0% | +12.0% |
| 1Y | -0.5% | +95.6% | -96.0% | -30.8% |
| 3Y | +61.5% | +179.3% | -117.7% | -12.1% |
| All | -57.4% | +303.5% | -360.9% | -81.5% |
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