-10.9%
GTLB vs SCCO
+177.0%
-187.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -5.7% | -2.7% | -3.0% | -5.5% |
| 30D | +15.1% | -0.7% | +15.9% | +14.9% |
| 3M | +65.5% | +8.1% | +57.4% | +62.4% |
| 6M | +102.9% | +4.1% | +98.8% | +98.4% |
| YTD | +25.2% | +41.1% | -15.9% | +7.4% |
| 1Y | -5.5% | +95.6% | -101.1% | -29.1% |
| 3Y | -10.9% | +179.3% | -190.1% | -43.5% |
| All | -10.9% | +177.0% | -187.9% | -43.5% |
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