+100.8%
DG vs SGI
+319.5%
-218.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | +0.3% | -5.3% | +5.6% | +0.9% |
| 30D | +3.2% | -2.1% | +5.3% | +3.6% |
| 3M | +10.4% | -8.2% | +18.6% | +11.6% |
| 6M | +33.2% | -4.6% | +37.7% | +33.8% |
| YTD | +3.0% | -31.5% | +34.4% | +6.9% |
| 1Y | +31.2% | -30.8% | +62.0% | +36.1% |
| 3Y | +21.8% | +67.2% | -45.4% | +13.7% |
| 5Y | -35.0% | +42.5% | -77.5% | -39.8% |
| All | +100.8% | +319.5% | -218.8% | +71.0% |
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 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