+2,064.0%
GS vs SCCO
+31,064.7%
-29,000.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | -5.3% | +6.2% | +3.0% |
| 30D | -1.6% | +2.7% | -4.2% | -2.9% |
| 3M | -4.5% | +4.2% | -8.7% | -6.7% |
| 6M | +20.9% | -0.6% | +21.5% | +19.1% |
| YTD | +19.9% | +45.0% | -25.1% | +0.9% |
| 1Y | +41.4% | +109.3% | -67.9% | +2.5% |
| 3Y | +239.2% | +180.8% | +58.4% | +111.0% |
| 5Y | +185.0% | +314.3% | -129.2% | +46.3% |
| 10Y | +655.0% | +1,083.3% | -428.4% | +147.5% |
| All | +2,064.0% | +31,064.7% | -29,000.7% | +140.1% |
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