-16.4%
GFS vs SGI
+44.8%
-61.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -5.5% | +11.7% | +8.6% |
| 7D | -7.8% | +1.0% | -8.8% | -8.8% |
| 30D | -19.7% | +3.9% | -23.6% | -21.9% |
| 3M | -23.1% | -0.8% | -22.3% | -24.1% |
| 6M | -46.4% | -18.0% | -28.4% | -42.7% |
| YTD | +11.0% | -27.6% | +38.6% | +24.0% |
| 1Y | +12.6% | -27.2% | +39.9% | +25.3% |
| 3Y | -24.9% | +76.0% | -100.9% | -49.2% |
| 5Y | -39.1% | +50.0% | -89.0% | -58.0% |
| All | -16.4% | +44.8% | -61.2% | -42.4% |
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