+557.1%
GSK vs SCCO
+35,670.2%
-35,113.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -3.4% |
| 7D | -4.2% | +3.4% | -7.6% | -4.7% |
| 30D | -7.5% | +6.6% | -14.1% | -8.5% |
| 3M | -3.3% | +24.5% | -27.8% | -6.8% |
| 6M | -9.3% | +16.5% | -25.8% | -12.2% |
| YTD | +1.6% | +52.1% | -50.5% | -6.1% |
| 1Y | +25.5% | +114.2% | -88.7% | +9.8% |
| 3Y | +49.3% | +207.4% | -158.2% | +21.1% |
| 5Y | +46.7% | +353.7% | -307.1% | +9.8% |
| 10Y | +76.8% | +1,144.5% | -1,067.7% | +9.0% |
| All | +557.1% | +35,670.2% | -35,113.0% | +161.4% |
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 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