+5,147.3%
GRMN vs SCCO
+35,989.7%
-30,842.4%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -1.4% | +2.4% | -3.8% | -2.2% |
| 30D | -13.1% | +6.4% | -19.5% | -14.9% |
| 3M | +14.9% | +21.6% | -6.6% | +7.2% |
| 6M | +13.1% | +13.4% | -0.3% | +6.7% |
| YTD | +35.3% | +52.6% | -17.3% | +15.0% |
| 1Y | +16.0% | +122.4% | -106.4% | -12.8% |
| 3Y | +179.6% | +208.5% | -28.9% | +83.8% |
| 5Y | +75.0% | +353.9% | -278.9% | -1.6% |
| 10Y | +644.1% | +1,187.3% | -543.1% | +185.3% |
| All | +5,147.3% | +35,989.7% | -30,842.4% | +694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling