+457.0%
SCCO vs GGLL
+309.0%
+148.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.9% | +1.3% |
| 7D | +2.4% | -3.9% | +6.3% | +3.2% |
| 30D | +6.4% | -15.4% | +21.8% | +10.0% |
| 3M | +21.6% | -21.9% | +43.5% | +26.6% |
| 6M | +13.4% | +4.5% | +8.9% | +9.9% |
| YTD | +52.6% | -2.4% | +55.0% | +49.5% |
| 1Y | +122.4% | +57.8% | +64.6% | +95.7% |
| 3Y | +208.5% | +227.2% | -18.8% | +124.6% |
| All | +457.0% | +309.0% | +148.0% | +294.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling