+213.3%
GLD vs SGI
+261.3%
-48.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | +9.3% | -8.5% | +0.5% |
| 30D | +0.3% | +6.9% | -6.6% | +0.1% |
| 3M | +0.6% | +2.8% | -2.2% | +0.5% |
| 6M | -15.6% | -12.6% | -3.0% | -15.4% |
| YTD | +0.9% | -21.5% | +22.4% | +1.3% |
| 1Y | +19.4% | -18.8% | +38.1% | +19.8% |
| 3Y | +124.5% | +60.8% | +63.6% | +122.6% |
| 5Y | +138.9% | +60.0% | +78.9% | +136.1% |
| 10Y | +213.3% | +267.8% | -54.6% | +207.5% |
| All | +213.3% | +261.3% | -48.1% | +207.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling