+107.6%
DG vs SGI
+270.3%
-162.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.0% |
| 7D | -2.5% | +9.3% | -11.7% | -3.5% |
| 30D | +1.0% | +6.9% | -5.9% | +0.2% |
| 3M | +20.3% | +2.8% | +17.5% | +19.7% |
| 6M | -11.7% | -12.6% | +0.9% | -10.7% |
| YTD | -2.3% | -21.5% | +19.2% | -0.2% |
| 1Y | +20.0% | -18.8% | +38.8% | +22.0% |
| 3Y | +7.2% | +60.8% | -53.6% | +0.1% |
| 5Y | -37.9% | +60.0% | -97.9% | -43.4% |
| All | +107.6% | +270.3% | -162.8% | +75.7% |
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