+185.8%
GS vs SCCO
+162.8%
+23.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -3.2% | -4.8% | +1.6% | -1.7% |
| 30D | -2.4% | -15.8% | +13.4% | +2.7% |
| 3M | -15.7% | -10.9% | -4.8% | -13.2% |
| 6M | -6.8% | -5.1% | -1.7% | -6.3% |
| YTD | -0.1% | +23.2% | -23.3% | -8.6% |
| 1Y | +12.1% | +30.7% | -18.6% | +0.8% |
| 3Y | +185.8% | +164.1% | +21.7% | +96.8% |
| All | +185.8% | +162.8% | +23.0% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling