+44.2%
GEV vs SGI
-33.4%
+77.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +3.7% | -5.3% | +9.1% | +4.9% |
| 30D | -14.7% | -2.1% | -12.6% | -14.9% |
| 3M | -23.4% | -8.2% | -15.2% | -22.4% |
| 6M | -24.3% | -4.6% | -19.8% | -24.4% |
| YTD | +23.2% | -31.5% | +54.6% | +28.5% |
| 1Y | +44.2% | -30.8% | +75.1% | +50.2% |
| All | +44.2% | -33.4% | +77.6% | +50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling