+542.4%
GLW vs SGI
+413.4%
+129.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.3% | +6.0% | +8.4% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -26.0% | +6.6% | -32.6% | -27.5% |
| 3M | -29.9% | +1.8% | -31.7% | -30.8% |
| 6M | -37.8% | -3.9% | -33.9% | -37.9% |
| YTD | +33.1% | -25.2% | +58.4% | +41.0% |
| 1Y | +36.8% | -26.7% | +63.6% | +45.7% |
| 3Y | +356.1% | +86.8% | +269.3% | +276.1% |
| 5Y | +243.8% | +56.6% | +187.2% | +184.4% |
| 10Y | +542.4% | +384.3% | +158.1% | +297.3% |
| All | +542.4% | +413.4% | +129.0% | +297.3% |
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 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