+371.1%
GH vs SGI
+393.0%
-21.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.1% |
| 7D | +0.6% | -5.3% | +5.9% | +2.9% |
| 30D | -6.9% | -2.1% | -4.9% | -6.8% |
| 3M | -4.9% | -8.2% | +3.3% | -2.6% |
| 6M | +54.1% | -4.6% | +58.6% | +54.2% |
| YTD | +48.5% | -31.5% | +80.0% | +69.7% |
| 1Y | +61.2% | -30.8% | +92.0% | +82.9% |
| 3Y | +570.3% | +67.2% | +503.1% | +406.4% |
| 5Y | +46.1% | +42.5% | +3.6% | +12.1% |
| All | +371.1% | +393.0% | -21.9% | +77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling