+350.2%
CG vs SGI
+385.8%
-35.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | -4.3% | +8.5% | -12.9% | -6.8% |
| 30D | -5.1% | +0.7% | -5.8% | -5.4% |
| 3M | +8.7% | +0.6% | +8.1% | +8.1% |
| 6M | -9.2% | -17.9% | +8.7% | -4.3% |
| YTD | -18.9% | -21.2% | +2.3% | -13.5% |
| 1Y | -25.6% | -18.9% | -6.8% | -21.7% |
| 3Y | +57.3% | +52.6% | +4.6% | +36.6% |
| 5Y | +10.2% | +60.7% | -50.6% | -8.2% |
| 10Y | +364.2% | +278.1% | +86.1% | +179.2% |
| All | +350.2% | +385.8% | -35.7% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling