+9.7%
GE vs SGI
-33.4%
+43.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.7% | -5.3% | +8.0% | +4.5% |
| 30D | +8.1% | -2.1% | +10.1% | +8.4% |
| 3M | -7.9% | -8.2% | +0.3% | -5.6% |
| 6M | +12.9% | -4.6% | +17.5% | +13.7% |
| YTD | +8.2% | -31.5% | +39.6% | +15.8% |
| 1Y | +9.7% | -30.8% | +40.5% | +17.9% |
| All | +9.7% | -33.4% | +43.1% | +17.9% |
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 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