+204.7%
GLW vs SGI
+58.5%
+146.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -12.1% |
| 7D | -19.7% | +5.3% | -25.1% | -21.0% |
| 30D | -38.8% | +8.2% | -47.0% | -40.5% |
| 3M | -33.9% | -2.2% | -31.7% | -34.0% |
| 6M | -36.0% | -8.4% | -27.5% | -35.1% |
| YTD | +18.7% | -23.4% | +42.2% | +26.2% |
| 1Y | +19.8% | -14.0% | +33.8% | +22.6% |
| 3Y | +294.3% | +78.8% | +215.5% | +214.8% |
| All | +204.7% | +58.5% | +146.1% | +132.6% |
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