-22.8%
GIS vs SGI
+50.6%
-73.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -8.6% | +0.6% | -9.2% | -8.6% |
| 30D | -0.5% | +5.5% | -6.0% | -0.7% |
| 3M | +11.9% | -3.6% | +15.5% | +11.9% |
| 6M | -11.6% | -15.0% | +3.4% | -11.3% |
| YTD | -16.3% | -23.0% | +6.7% | -15.8% |
| 1Y | -21.8% | -18.4% | -3.3% | -21.4% |
| 3Y | -35.7% | +57.8% | -93.4% | -36.1% |
| All | -22.8% | +50.6% | -73.4% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling