+331.2%
CG vs SGI
+263.3%
+68.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -3.2% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | -7.1% | +5.5% | -12.6% | -9.1% |
| 3M | -1.6% | -3.6% | +2.0% | -0.6% |
| 6M | -8.3% | -15.0% | +6.7% | -3.5% |
| YTD | -23.8% | -23.0% | -0.8% | -16.7% |
| 1Y | -28.7% | -18.4% | -10.3% | -24.2% |
| 3Y | +49.2% | +57.8% | -8.6% | +22.4% |
| 5Y | +5.5% | +51.5% | -45.9% | -15.6% |
| 10Y | +331.2% | +275.2% | +56.1% | +112.6% |
| All | +331.2% | +263.3% | +68.0% | +112.6% |
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