+19.4%
GLD vs SGI
-19.6%
+39.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | +9.3% | -8.5% | -0.7% |
| 30D | +0.3% | +6.9% | -6.6% | -0.8% |
| 3M | +0.6% | +2.8% | -2.2% | -0.2% |
| 6M | -15.6% | -12.6% | -3.0% | -14.3% |
| YTD | +0.9% | -21.5% | +22.4% | +4.4% |
| 1Y | +19.4% | -18.8% | +38.1% | +24.7% |
| All | +19.4% | -19.6% | +39.0% | +24.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling