+96.7%
GD vs SGI
+57.3%
+39.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.4% | -2.0% |
| 7D | -3.9% | +5.3% | -9.2% | -4.5% |
| 30D | +8.1% | +8.2% | -0.1% | +7.0% |
| 3M | -6.8% | -2.2% | -4.6% | -6.8% |
| 6M | +3.0% | -8.4% | +11.4% | +3.5% |
| YTD | +7.8% | -23.4% | +31.2% | +10.4% |
| 1Y | +5.8% | -14.0% | +19.8% | +6.8% |
| 3Y | +55.3% | +78.8% | -23.5% | +43.4% |
| 5Y | +96.7% | +58.6% | +38.1% | +80.8% |
| All | +96.7% | +57.3% | +39.4% | +80.8% |
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