+1,063.5%
SCCO vs GAP
+31.2%
+1,032.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.9% |
| 7D | -2.7% | -4.1% | +1.5% | -1.8% |
| 30D | -0.7% | +6.2% | -6.9% | -2.4% |
| 3M | +8.1% | -0.7% | +8.8% | +7.6% |
| 6M | +4.1% | -7.1% | +11.2% | +4.8% |
| YTD | +41.1% | -14.1% | +55.2% | +43.6% |
| 1Y | +95.6% | -8.5% | +104.0% | +95.6% |
| 3Y | +179.3% | +115.4% | +63.9% | +117.5% |
| 5Y | +308.3% | +9.8% | +298.5% | +247.7% |
| All | +1,063.5% | +31.2% | +1,032.3% | +710.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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