+207.4%
SCCO vs GGLL
+247.9%
-40.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +3.4% | +1.9% | +1.6% | +3.0% |
| 30D | +6.6% | -9.7% | +16.4% | +9.0% |
| 3M | +24.5% | -18.0% | +42.5% | +28.8% |
| 6M | +16.5% | +15.3% | +1.2% | +9.8% |
| YTD | +52.1% | +2.2% | +49.9% | +46.7% |
| 1Y | +114.2% | +73.1% | +41.1% | +80.6% |
| 3Y | +207.4% | +242.7% | -35.3% | +106.8% |
| All | +207.4% | +247.9% | -40.5% | +106.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling