-30.1%
GFS vs SGI
+41.4%
-71.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | +7.4% | -5.3% | +12.7% | +9.9% |
| 30D | -15.3% | -2.1% | -13.2% | -15.5% |
| 3M | -21.1% | -8.2% | -12.9% | -19.3% |
| 6M | -44.5% | -4.6% | -39.9% | -44.7% |
| YTD | +19.2% | -31.5% | +50.7% | +36.2% |
| 1Y | +27.2% | -30.8% | +58.1% | +44.5% |
| 3Y | -20.1% | +67.2% | -87.3% | -44.7% |
| All | -30.1% | +41.4% | -71.5% | -53.2% |
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