+310.9%
SCCO vs GFI
+524.1%
-213.2%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | +0.1% |
| 7D | -2.7% | -4.9% | +2.2% | -0.9% |
| 30D | -0.7% | +10.7% | -11.4% | -4.1% |
| 3M | +8.1% | +25.6% | -17.5% | -0.5% |
| 6M | +4.1% | -8.3% | +12.4% | +6.2% |
| YTD | +41.1% | +6.3% | +34.8% | +37.9% |
| 1Y | +95.6% | +22.1% | +73.5% | +82.4% |
| 3Y | +179.3% | +289.2% | -109.9% | +78.7% |
| All | +310.9% | +524.1% | -213.2% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling