+437.1%
GS vs SCCO
+701.7%
-264.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.4% |
| 7D | +5.1% | +1.7% | +3.4% | +4.4% |
| 30D | +2.4% | -18.1% | +20.5% | +10.6% |
| 3M | -11.5% | -12.8% | +1.3% | -7.3% |
| 6M | -2.5% | -8.5% | +5.9% | -0.7% |
| YTD | +5.5% | +23.9% | -18.5% | -7.5% |
| 1Y | +11.0% | +30.0% | -18.9% | -4.5% |
| 3Y | +200.1% | +175.2% | +24.9% | +75.6% |
| 5Y | +154.7% | +249.4% | -94.7% | +26.1% |
| All | +437.1% | +701.7% | -264.6% | +61.8% |
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