+685.3%
AU vs SGI
+45.9%
+639.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.6% |
| 7D | -7.0% | -4.9% | -2.1% | -5.9% |
| 30D | +7.3% | +1.6% | +5.7% | +6.8% |
| 3M | +33.2% | -3.2% | +36.4% | +33.9% |
| 6M | -0.6% | -16.0% | +15.4% | +2.7% |
| YTD | +26.2% | -25.4% | +51.6% | +32.9% |
| 1Y | +68.3% | -21.6% | +89.8% | +75.8% |
| 3Y | +592.1% | +52.9% | +539.3% | +544.4% |
| 5Y | +685.3% | +47.5% | +637.8% | +562.1% |
| All | +685.3% | +45.9% | +639.3% | +562.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling