-54.5%
GTLB vs SCCO
+315.9%
-370.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -7.2% | +9.3% | +4.0% |
| 7D | -4.1% | -2.7% | -1.4% | -3.6% |
| 30D | +12.3% | -0.2% | +12.5% | +11.7% |
| 3M | +65.9% | +17.8% | +48.1% | +55.7% |
| 6M | +104.0% | +2.3% | +101.7% | +96.1% |
| YTD | +26.0% | +41.6% | -15.6% | +2.0% |
| 1Y | -3.5% | +101.9% | -105.4% | -34.5% |
| 3Y | -9.6% | +186.2% | -195.8% | -51.3% |
| All | -54.5% | +315.9% | -370.3% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling