+436.7%
GE vs SGI
+61.8%
+374.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.5% |
| 7D | +1.2% | +9.3% | -8.1% | -1.8% |
| 30D | -9.5% | +6.9% | -16.4% | -11.6% |
| 3M | +4.1% | +2.8% | +1.3% | +2.8% |
| 6M | +3.9% | -12.6% | +16.5% | +7.6% |
| YTD | +9.0% | -21.5% | +30.5% | +15.9% |
| 1Y | +21.9% | -18.8% | +40.7% | +27.7% |
| 3Y | +281.8% | +60.8% | +221.0% | +216.4% |
| 5Y | +436.7% | +60.0% | +376.7% | +303.5% |
| All | +436.7% | +61.8% | +374.9% | +303.5% |
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