+478.5%
GS vs SCCO
+844.0%
-365.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.6% | +2.6% |
| 7D | +0.8% | -0.9% | +1.7% | +1.3% |
| 30D | +1.2% | -15.0% | +16.2% | +7.7% |
| 3M | -12.4% | -9.1% | -3.3% | -9.8% |
| 6M | -2.3% | -0.9% | -1.5% | -3.6% |
| YTD | +4.6% | +29.7% | -25.1% | -9.7% |
| 1Y | +17.5% | +38.2% | -20.7% | -1.3% |
| 3Y | +202.0% | +191.5% | +10.6% | +73.3% |
| 5Y | +152.4% | +281.7% | -129.4% | +20.7% |
| 10Y | +478.5% | +830.3% | -351.8% | +68.4% |
| All | +478.5% | +844.0% | -365.5% | +68.4% |
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