-32.2%
DG vs SGI
+48.6%
-80.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.7% | +1.5% |
| 7D | +5.2% | -3.9% | +9.1% | +6.1% |
| 30D | +7.9% | +0.9% | +7.0% | +7.8% |
| 3M | +12.7% | -2.9% | +15.6% | +13.4% |
| 6M | +22.4% | -9.0% | +31.4% | +24.3% |
| YTD | +5.4% | -29.2% | +34.6% | +11.2% |
| 1Y | +39.4% | -32.3% | +71.6% | +48.1% |
| 3Y | +24.1% | +72.4% | -48.3% | +7.9% |
| 5Y | -32.2% | +50.6% | -82.8% | -41.8% |
| All | -32.2% | +48.6% | -80.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling