+46.0%
GEV vs SGI
-21.7%
+67.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.1% | +0.3% | -2.0% |
| 7D | -1.9% | -4.9% | +3.0% | -0.6% |
| 30D | -8.7% | +1.6% | -10.3% | -9.1% |
| 3M | +6.6% | -3.2% | +9.8% | +7.4% |
| 6M | +10.2% | -16.0% | +26.3% | +13.6% |
| YTD | +41.6% | -25.4% | +67.0% | +46.9% |
| All | +46.0% | -21.7% | +67.8% | +56.1% |
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 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