-38.5%
GFS vs SGI
+58.5%
-97.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.8% | -7.1% | -8.6% |
| 7D | -20.7% | +5.3% | -26.0% | -22.7% |
| 30D | -25.2% | +8.2% | -33.4% | -28.4% |
| 3M | -26.3% | -2.2% | -24.1% | -26.6% |
| 6M | -50.7% | -8.4% | -42.3% | -49.9% |
| YTD | +4.5% | -23.4% | +28.0% | +14.1% |
| 1Y | +2.5% | -14.0% | +16.4% | +4.4% |
| 3Y | -30.9% | +78.8% | -109.7% | -53.3% |
| All | -38.5% | +58.5% | -97.0% | -60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling