+8.9%
GE vs SGI
-10.7%
+19.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.1% | +0.5% |
| 7D | +9.4% | +12.1% | -2.6% | +5.4% |
| 30D | +7.5% | +12.1% | -4.5% | +3.4% |
| 3M | -12.5% | +0.4% | -13.0% | -12.9% |
| 6M | +17.8% | -4.0% | +21.8% | +17.9% |
| YTD | +7.4% | -21.2% | +28.7% | +9.4% |
| 1Y | +8.9% | -12.1% | +21.0% | +9.6% |
| All | +8.9% | -10.7% | +19.6% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling