+277.3%
GE vs SGI
+1,905.4%
-1,628.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.2% | +4.0% |
| 7D | +7.1% | +1.0% | +6.1% | +6.8% |
| 30D | +6.5% | +3.9% | +2.6% | +5.4% |
| 3M | -13.6% | -0.8% | -12.7% | -13.7% |
| 6M | +6.0% | -18.0% | +23.9% | +10.2% |
| YTD | +5.4% | -27.6% | +33.0% | +12.3% |
| 1Y | +6.5% | -27.2% | +33.7% | +13.3% |
| 3Y | +268.6% | +76.0% | +192.6% | +216.8% |
| 5Y | +389.0% | +50.0% | +339.1% | +322.7% |
| 10Y | +163.3% | +399.1% | -235.8% | +61.6% |
| All | +277.3% | +1,905.4% | -1,628.2% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling