+514.9%
GEV vs SGI
+10.3%
+504.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | +3.7% | -5.3% | +9.1% | +5.6% |
| 30D | -14.7% | -2.1% | -12.6% | -14.9% |
| 3M | -23.4% | -8.2% | -15.2% | -22.1% |
| 6M | -24.3% | -4.6% | -19.8% | -24.7% |
| YTD | +23.2% | -31.5% | +54.6% | +37.5% |
| 1Y | +44.2% | -30.8% | +75.1% | +60.4% |
| All | +514.9% | +10.3% | +504.6% | +458.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling