+122.4%
SCCO vs GGLL
+64.8%
+57.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.9% | +1.4% |
| 7D | +2.4% | -3.9% | +6.3% | +3.3% |
| 30D | +6.4% | -15.4% | +21.8% | +10.5% |
| 3M | +21.6% | -21.9% | +43.5% | +27.7% |
| 6M | +13.4% | +4.5% | +8.9% | +7.6% |
| YTD | +52.6% | -2.4% | +55.0% | +45.4% |
| 1Y | +122.4% | +57.8% | +64.6% | +80.0% |
| All | +122.4% | +64.8% | +57.6% | +80.0% |
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