+292.9%
GE vs SGI
+2,083.6%
-1,790.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.0% |
| 7D | -1.6% | +8.5% | -10.1% | -3.5% |
| 30D | -11.6% | +0.7% | -12.2% | -11.9% |
| 3M | +3.0% | +0.6% | +2.4% | +2.6% |
| 6M | -0.5% | -17.9% | +17.4% | +3.6% |
| YTD | +9.7% | -21.2% | +30.9% | +15.0% |
| 1Y | +20.0% | -18.9% | +38.9% | +24.5% |
| 3Y | +275.8% | +52.6% | +223.2% | +233.1% |
| 5Y | +429.1% | +60.7% | +368.4% | +350.4% |
| 10Y | +151.2% | +278.1% | -126.9% | +61.6% |
| All | +292.9% | +2,083.6% | -1,790.7% | +31.1% |
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