+76.7%
GSK vs SCCO
+1,104.1%
-1,027.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -3.5% | -2.7% | -0.9% | -3.3% |
| 30D | -3.4% | -0.7% | -2.7% | -3.5% |
| 3M | -8.1% | +8.1% | -16.2% | -9.5% |
| 6M | -11.1% | +4.1% | -15.2% | -12.4% |
| YTD | +0.7% | +41.1% | -40.4% | -5.5% |
| 1Y | +20.1% | +95.6% | -75.4% | +7.4% |
| 3Y | +46.1% | +179.3% | -133.1% | +21.1% |
| 5Y | +48.2% | +308.3% | -260.1% | +12.5% |
| All | +76.7% | +1,104.1% | -1,027.3% | +9.1% |
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 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