+45.0%
SCCO vs GGLL
-11.6%
+56.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.5% | -4.6% | +0.6% |
| 7D | -7.9% | -23.1% | +15.2% | -3.7% |
| 30D | -13.0% | -32.9% | +19.9% | -6.3% |
| 3M | -6.9% | -44.9% | +38.0% | +4.3% |
| 6M | +11.0% | -49.5% | +60.5% | +26.6% |
| YTD | +30.3% | -28.9% | +59.2% | +30.3% |
| 1Y | +45.0% | -12.2% | +57.2% | +36.5% |
| All | +45.0% | -11.6% | +56.6% | +36.5% |
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