-23.6%
GIS vs SGI
-20.9%
-2.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -2.8% |
| 7D | -8.4% | -4.9% | -3.5% | -8.0% |
| 30D | -5.2% | +1.6% | -6.8% | -5.4% |
| 3M | +8.2% | -3.2% | +11.3% | +8.1% |
| 6M | -12.0% | -16.0% | +4.0% | -11.4% |
| YTD | -18.9% | -25.4% | +6.5% | -16.6% |
| 1Y | -23.6% | -21.6% | -2.0% | -21.0% |
| All | -23.6% | -20.9% | -2.7% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling