+159.7%
GILD vs SGI
+270.1%
-110.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | -0.8% |
| 7D | -4.8% | -4.5% | -0.4% | -4.4% |
| 30D | +5.8% | +4.2% | +1.6% | +5.3% |
| 3M | +14.9% | -7.4% | +22.4% | +15.6% |
| 6M | -0.4% | -15.1% | +14.7% | +0.8% |
| YTD | +18.5% | -24.7% | +43.2% | +20.9% |
| 1Y | +25.1% | -21.8% | +46.9% | +27.0% |
| 3Y | +105.9% | +50.0% | +55.8% | +96.1% |
| 5Y | +143.0% | +48.9% | +94.0% | +126.9% |
| All | +159.7% | +270.1% | -110.3% | +122.8% |
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 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