+105.6%
SCCO vs GGLL
+80.0%
+25.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.1% |
| 7D | -5.3% | -4.8% | -0.5% | -4.2% |
| 30D | +0.9% | -13.7% | +14.6% | +4.2% |
| 3M | +2.4% | -21.9% | +24.3% | +7.8% |
| 6M | -2.4% | +11.7% | -14.0% | -8.4% |
| YTD | +42.4% | +2.3% | +40.2% | +34.6% |
| 1Y | +105.6% | +76.2% | +29.5% | +72.3% |
| All | +105.6% | +80.0% | +25.7% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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