+280.5%
CG vs SGI
+346.2%
-65.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.1% |
| 7D | -1.2% | +1.0% | -2.2% | -1.5% |
| 30D | +5.0% | +3.9% | +1.1% | +3.7% |
| 3M | -18.2% | -0.8% | -17.4% | -18.1% |
| 6M | -20.7% | -18.0% | -2.8% | -16.2% |
| YTD | -31.4% | -27.6% | -3.8% | -25.0% |
| 1Y | -22.3% | -27.2% | +5.0% | -15.1% |
| 3Y | +50.2% | +76.0% | -25.8% | +25.9% |
| 5Y | -22.1% | +50.0% | -72.0% | -33.6% |
| 10Y | +295.5% | +399.1% | -103.5% | +134.8% |
| All | +280.5% | +346.2% | -65.7% | +120.3% |
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