+170.6%
GD vs SGI
+337.7%
-167.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +0.6% | -10.5% | +11.1% | +2.3% |
| 30D | +9.5% | +0.1% | +9.3% | +9.2% |
| 3M | -5.8% | -4.0% | -1.9% | -5.6% |
| 6M | +7.7% | -5.6% | +13.4% | +8.0% |
| YTD | +11.1% | -29.5% | +40.6% | +16.0% |
| 1Y | +6.1% | -31.5% | +37.6% | +11.2% |
| 3Y | +59.8% | +71.6% | -11.8% | +42.4% |
| 5Y | +104.6% | +50.5% | +54.1% | +80.8% |
| 10Y | +170.6% | +333.9% | -163.3% | +87.9% |
| All | +170.6% | +337.7% | -167.1% | +87.9% |
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