+401.3%
GH vs SGI
+466.9%
-65.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | -0.1% | +8.5% | -8.6% | -3.8% |
| 30D | -1.1% | +0.7% | -1.8% | -1.9% |
| 3M | +21.3% | +0.6% | +20.7% | +19.6% |
| 6M | +73.5% | -17.9% | +91.5% | +85.9% |
| YTD | +58.0% | -21.2% | +79.2% | +71.4% |
| 1Y | +163.1% | -18.9% | +181.9% | +178.6% |
| 3Y | +361.0% | +52.6% | +308.4% | +263.7% |
| 5Y | +22.5% | +60.7% | -38.2% | -10.4% |
| All | +401.3% | +466.9% | -65.6% | +79.2% |
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 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