+274.8%
CG vs SGI
+319.5%
-44.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.2% | -5.3% | +5.5% | +2.5% |
| 30D | +11.2% | -2.1% | +13.2% | +12.1% |
| 3M | -22.1% | -8.2% | -13.9% | -19.5% |
| 6M | -17.9% | -4.6% | -13.4% | -17.0% |
| YTD | -31.3% | -31.5% | +0.2% | -21.1% |
| 1Y | -24.0% | -30.8% | +6.9% | -13.1% |
| 3Y | +45.0% | +67.2% | -22.2% | +16.2% |
| 5Y | -22.6% | +42.5% | -65.1% | -36.9% |
| All | +274.8% | +319.5% | -44.7% | +87.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling