-7.3%
GFS vs SGI
+41.0%
-48.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.7% |
| 7D | +6.2% | -10.5% | +16.7% | +11.4% |
| 30D | -11.4% | +0.1% | -11.5% | -12.5% |
| 3M | -15.5% | -4.0% | -11.5% | -15.4% |
| 6M | -42.6% | -5.6% | -37.0% | -42.5% |
| YTD | +23.2% | -29.5% | +52.7% | +39.1% |
| 1Y | +23.6% | -31.5% | +55.1% | +41.5% |
| 3Y | -17.2% | +71.6% | -88.8% | -43.4% |
| 5Y | -23.4% | +50.5% | -74.0% | -48.0% |
| All | -7.3% | +41.0% | -48.3% | -35.4% |
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