+206.4%
GLD vs SGI
+397.2%
-190.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.6% |
| 7D | +4.7% | +1.0% | +3.7% | +4.7% |
| 30D | -0.9% | +3.9% | -4.8% | -1.0% |
| 3M | -4.4% | -0.8% | -3.6% | -4.4% |
| 6M | -13.6% | -18.0% | +4.4% | -13.2% |
| YTD | -6.0% | -27.6% | +21.6% | -5.5% |
| 1Y | +1.8% | -27.2% | +29.0% | +2.3% |
| 3Y | +103.2% | +76.0% | +27.2% | +101.5% |
| 5Y | +119.3% | +50.0% | +69.4% | +117.2% |
| All | +206.4% | +397.2% | -190.7% | +203.7% |
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 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