+132.0%
GLW vs SGI
-19.6%
+151.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.7% |
| 7D | +14.0% | +9.3% | +4.7% | +11.1% |
| 30D | +0.4% | +6.9% | -6.5% | -1.7% |
| 3M | -11.3% | +2.8% | -14.2% | -12.0% |
| 6M | +35.1% | -12.6% | +47.7% | +38.4% |
| YTD | +90.5% | -21.5% | +112.1% | +98.4% |
| 1Y | +132.0% | -18.8% | +150.8% | +145.7% |
| All | +132.0% | -19.6% | +151.6% | +145.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling