+300.1%
GE vs SGI
+1,852.9%
-1,552.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +4.0% | -10.5% | +14.5% | +6.6% |
| 30D | +11.1% | +0.1% | +10.9% | +10.8% |
| 3M | -6.7% | -4.0% | -2.8% | -6.2% |
| 6M | +14.3% | -5.6% | +19.9% | +15.2% |
| YTD | +11.7% | -29.5% | +41.2% | +19.8% |
| 1Y | +10.9% | -31.5% | +42.4% | +19.6% |
| 3Y | +279.0% | +71.6% | +207.4% | +227.5% |
| 5Y | +427.0% | +50.5% | +376.5% | +355.1% |
| 10Y | +158.6% | +333.9% | -175.3% | +63.3% |
| All | +300.1% | +1,852.9% | -1,552.9% | +36.7% |
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 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