+45.0%
SCCO vs GFI
+6.9%
+38.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.3% | -4.4% | -1.6% |
| 7D | -7.9% | +1.4% | -9.3% | -8.7% |
| 30D | -13.0% | +3.0% | -16.0% | -14.5% |
| 3M | -6.9% | +10.2% | -17.1% | -13.7% |
| 6M | +11.0% | -10.1% | +21.0% | +14.7% |
| YTD | +30.3% | -11.4% | +41.7% | +36.7% |
| 1Y | +45.0% | +8.4% | +36.6% | +39.3% |
| All | +45.0% | +6.9% | +38.1% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling