-17.3%
GIS vs SGI
+319.5%
-336.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -3.4% | -5.3% | +2.0% | -3.3% |
| 30D | +6.9% | -2.1% | +8.9% | +6.9% |
| 3M | -10.1% | -8.2% | -1.9% | -10.0% |
| 6M | +5.9% | -4.6% | +10.4% | +5.9% |
| YTD | -21.1% | -31.5% | +10.4% | -20.8% |
| 1Y | -22.5% | -30.8% | +8.3% | -22.2% |
| 3Y | -39.0% | +67.2% | -106.2% | -39.0% |
| 5Y | -33.3% | +42.5% | -75.8% | -33.5% |
| All | -17.3% | +319.5% | -336.8% | -13.7% |
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