+98.0%
GD vs SGI
+56.2%
+41.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.3% | -1.0% | +1.9% |
| 7D | -3.0% | -0.2% | -2.8% | -3.1% |
| 30D | +9.3% | +6.6% | +2.7% | +8.4% |
| 3M | -7.2% | +1.8% | -9.0% | -7.6% |
| 6M | +5.5% | -3.9% | +9.3% | +5.5% |
| YTD | +9.5% | -25.2% | +34.7% | +12.5% |
| 1Y | +6.4% | -26.7% | +33.2% | +9.5% |
| 3Y | +59.8% | +86.8% | -26.9% | +46.9% |
| 5Y | +98.0% | +56.6% | +41.3% | +81.9% |
| All | +98.0% | +56.2% | +41.8% | +81.9% |
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 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