-19.4%
GFS vs SGI
+54.7%
-74.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +1.0% | +8.5% | -7.5% | -2.3% |
| 30D | -8.6% | +0.7% | -9.3% | -9.1% |
| 3M | -46.5% | +0.6% | -47.2% | -47.0% |
| 6M | -4.8% | -17.9% | +13.1% | +1.2% |
| YTD | +29.7% | -21.2% | +50.8% | +38.6% |
| 1Y | +35.8% | -18.9% | +54.7% | +42.8% |
| All | -19.4% | +54.7% | -74.0% | -37.8% |
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