+833.1%
GLW vs SGI
+266.5%
+566.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.1% | -2.4% |
| 7D | +11.7% | -4.9% | +16.6% | +13.1% |
| 30D | +2.7% | +1.6% | +1.1% | +2.0% |
| 3M | -2.8% | -3.2% | +0.3% | -2.4% |
| 6M | +20.2% | -16.0% | +36.2% | +24.6% |
| YTD | +87.3% | -25.4% | +112.7% | +99.2% |
| 1Y | +119.6% | -21.6% | +141.2% | +130.1% |
| 3Y | +453.7% | +52.9% | +400.8% | +383.9% |
| 5Y | +376.1% | +47.5% | +328.6% | +304.0% |
| All | +833.1% | +266.5% | +566.6% | +492.6% |
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