-21.1%
GIS vs SGI
+270.1%
-291.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | -6.4% | -4.5% | -1.9% | -6.3% |
| 30D | -6.1% | +4.2% | -10.3% | -6.2% |
| 3M | +7.8% | -7.4% | +15.3% | +7.9% |
| 6M | -8.8% | -15.1% | +6.3% | -8.7% |
| YTD | -19.1% | -24.7% | +5.6% | -18.9% |
| 1Y | -24.8% | -21.8% | -3.0% | -24.6% |
| 3Y | -37.6% | +50.0% | -87.6% | -37.6% |
| 5Y | -25.4% | +48.9% | -74.4% | -25.7% |
| All | -21.1% | +270.1% | -291.1% | -17.7% |
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