+746.1%
GLD vs SGI
+1,433.0%
-687.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.8% |
| 7D | +1.9% | +5.3% | -3.4% | +1.8% |
| 30D | -1.8% | +8.2% | -10.0% | -1.9% |
| 3M | -3.6% | -2.2% | -1.4% | -3.6% |
| 6M | -10.2% | -8.4% | -1.8% | -10.2% |
| YTD | -5.3% | -23.4% | +18.2% | -5.1% |
| 1Y | +2.5% | -14.0% | +16.4% | +2.5% |
| 3Y | +103.2% | +78.8% | +24.4% | +102.5% |
| 5Y | +121.1% | +58.6% | +62.5% | +120.1% |
| 10Y | +201.9% | +427.8% | -226.0% | +199.3% |
| All | +746.1% | +1,433.0% | -687.0% | +747.3% |
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