+2,133.3%
GLW vs SGI
+2,083.6%
+49.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +5.6% |
| 7D | +3.8% | +8.5% | -4.8% | +1.7% |
| 30D | -1.3% | +0.7% | -2.0% | -1.8% |
| 3M | -21.8% | +0.6% | -22.4% | -22.3% |
| 6M | +6.9% | -17.9% | +24.8% | +11.2% |
| YTD | +77.2% | -21.2% | +98.3% | +85.3% |
| 1Y | +123.2% | -18.9% | +142.1% | +131.4% |
| 3Y | +400.0% | +52.6% | +347.4% | +340.8% |
| 5Y | +342.8% | +60.7% | +282.1% | +274.3% |
| 10Y | +771.4% | +278.1% | +493.3% | +444.0% |
| All | +2,133.3% | +2,083.6% | +49.8% | +633.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling