+297.3%
GLW vs SGI
+78.8%
+218.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -12.2% |
| 7D | -19.7% | +5.3% | -25.1% | -20.9% |
| 30D | -38.8% | +8.2% | -47.0% | -40.4% |
| 3M | -33.9% | -2.2% | -31.7% | -33.9% |
| 6M | -36.0% | -8.4% | -27.5% | -34.9% |
| YTD | +18.7% | -23.4% | +42.2% | +26.4% |
| 1Y | +19.8% | -14.0% | +33.8% | +22.7% |
| All | +297.3% | +78.8% | +218.5% | +206.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling