-12.1%
GFS vs SGI
+41.6%
-53.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.5% | +2.6% |
| 7D | -5.3% | -3.9% | -1.4% | -4.1% |
| 30D | -15.8% | +0.9% | -16.7% | -17.2% |
| 3M | -18.6% | -2.9% | -15.7% | -19.0% |
| 6M | -45.0% | -9.0% | -36.0% | -44.0% |
| YTD | +16.8% | -29.2% | +46.0% | +31.6% |
| 1Y | +17.8% | -32.3% | +50.0% | +35.6% |
| 3Y | -21.5% | +72.4% | -93.9% | -46.5% |
| 5Y | -29.3% | +50.6% | -80.0% | -51.9% |
| All | -12.1% | +41.6% | -53.7% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling