-55.4%
GTLB vs SCCO
+348.2%
-403.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -6.6% | +2.4% | -9.0% | -7.3% |
| 30D | +13.7% | +6.4% | +7.3% | +11.3% |
| 3M | +52.9% | +21.6% | +31.3% | +42.8% |
| 6M | +88.5% | +13.4% | +75.1% | +75.8% |
| YTD | +23.4% | +52.6% | -29.2% | -2.0% |
| 1Y | -3.8% | +122.4% | -126.2% | -36.6% |
| 3Y | -11.5% | +208.5% | -220.0% | -53.2% |
| All | -55.4% | +348.2% | -403.6% | -79.3% |
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