+24.4%
GH vs SGI
+56.1%
-31.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +2.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.6% |
| 30D | -2.6% | +5.5% | -8.2% | -6.4% |
| 3M | +25.1% | -3.6% | +28.7% | +25.5% |
| 6M | +78.5% | -15.0% | +93.5% | +91.1% |
| YTD | +59.4% | -23.0% | +82.4% | +79.7% |
| 1Y | +173.9% | -18.4% | +192.3% | +192.2% |
| 3Y | +382.7% | +57.8% | +325.0% | +219.4% |
| 5Y | +24.4% | +51.5% | -27.1% | -33.8% |
| All | +24.4% | +56.1% | -31.7% | -33.8% |
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 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