+526.0%
GLW vs SGI
+319.5%
+206.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | +7.7% | -5.3% | +13.1% | +9.3% |
| 30D | -18.8% | -2.1% | -16.8% | -18.8% |
| 3M | -27.7% | -8.2% | -19.6% | -26.7% |
| 6M | -44.4% | -4.6% | -39.9% | -44.4% |
| YTD | +31.3% | -31.5% | +62.7% | +42.1% |
| 1Y | +40.0% | -30.8% | +70.9% | +51.2% |
| 3Y | +339.2% | +67.2% | +272.0% | +272.3% |
| 5Y | +229.2% | +42.5% | +186.7% | +178.7% |
| All | +526.0% | +319.5% | +206.4% | +297.0% |
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