+255.5%
GIS vs SGI
+2,083.6%
-1,828.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.5% |
| 7D | -7.8% | +8.5% | -16.4% | -8.2% |
| 30D | +6.6% | +0.7% | +5.9% | +6.5% |
| 3M | +21.0% | +0.6% | +20.4% | +20.8% |
| 6M | -9.1% | -17.9% | +8.9% | -8.5% |
| YTD | -13.6% | -21.2% | +7.6% | -12.9% |
| 1Y | -18.0% | -18.9% | +0.8% | -17.5% |
| 3Y | -33.7% | +52.6% | -86.3% | -35.4% |
| 5Y | -19.4% | +60.7% | -80.2% | -22.4% |
| 10Y | -21.3% | +278.1% | -299.4% | -29.1% |
| All | +255.5% | +2,083.6% | -1,828.1% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling