+650.5%
GS vs SCCO
+1,159.3%
-508.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | +2.4% | +2.4% | 0.0% | +1.3% |
| 30D | -0.1% | +6.4% | -6.5% | -2.9% |
| 3M | +0.2% | +21.6% | -21.4% | -8.0% |
| 6M | +24.8% | +13.4% | +11.4% | +16.5% |
| YTD | +18.8% | +52.6% | -33.9% | -3.5% |
| 1Y | +37.3% | +122.4% | -85.1% | -5.5% |
| 3Y | +237.9% | +208.5% | +29.4% | +91.1% |
| 5Y | +187.0% | +353.9% | -166.9% | +27.9% |
| 10Y | +650.5% | +1,187.3% | -536.7% | +86.7% |
| All | +650.5% | +1,159.3% | -508.8% | +86.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling