-17.9%
GFS vs SGI
+66.8%
-84.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.5% |
| 7D | +17.2% | -10.7% | +27.9% | +21.6% |
| 30D | -8.7% | -3.6% | -5.2% | -8.5% |
| 3M | -19.7% | -5.4% | -14.2% | -19.2% |
| 6M | -40.7% | -7.0% | -33.7% | -40.4% |
| YTD | +22.5% | -31.6% | +54.1% | +36.8% |
| 1Y | +25.2% | -33.5% | +58.7% | +41.6% |
| All | -17.9% | +66.8% | -84.7% | -41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling