+97.2%
GD vs SGI
+60.4%
+36.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.8% |
| 7D | -5.3% | +8.5% | -13.8% | -6.2% |
| 30D | -6.4% | +0.7% | -7.1% | -6.6% |
| 3M | +5.7% | +0.6% | +5.1% | +5.4% |
| 6M | -0.9% | -17.9% | +17.0% | +0.9% |
| YTD | +8.2% | -21.2% | +29.3% | +10.6% |
| 1Y | +13.4% | -18.9% | +32.3% | +15.4% |
| 3Y | +68.5% | +52.6% | +15.9% | +58.2% |
| All | +97.2% | +60.4% | +36.9% | +79.7% |
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