+24.5%
GLD vs SGI
-17.2%
+41.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.5% | +8.5% | -9.1% | -1.8% |
| 30D | +4.4% | +0.7% | +3.7% | +4.2% |
| 3M | -1.1% | +0.6% | -1.7% | -1.5% |
| 6M | -13.8% | -17.9% | +4.2% | -11.7% |
| YTD | +2.6% | -21.2% | +23.8% | +6.2% |
| 1Y | +24.5% | -18.9% | +43.4% | +30.0% |
| All | +24.5% | -17.2% | +41.7% | +30.0% |
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