+382.5%
GLW vs SGI
+61.8%
+320.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.4% | +8.0% | +7.7% |
| 7D | +14.0% | +9.3% | +4.7% | +10.8% |
| 30D | +0.4% | +6.9% | -6.5% | -2.0% |
| 3M | -11.3% | +2.8% | -14.2% | -12.6% |
| 6M | +35.1% | -12.6% | +47.7% | +39.3% |
| YTD | +90.5% | -21.5% | +112.1% | +102.1% |
| 1Y | +132.0% | -18.8% | +150.8% | +142.7% |
| 3Y | +463.3% | +60.8% | +402.5% | +366.1% |
| 5Y | +382.5% | +60.0% | +322.5% | +268.5% |
| All | +382.5% | +61.8% | +320.7% | +268.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling