+1,397.0%
GLW vs SGI
+2,021.1%
-624.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -2.8% | -10.1% | -12.3% |
| 7D | -19.7% | +5.3% | -25.1% | -20.8% |
| 30D | -38.8% | +8.2% | -47.0% | -40.1% |
| 3M | -33.9% | -2.2% | -31.7% | -34.1% |
| 6M | -36.0% | -8.4% | -27.5% | -35.4% |
| YTD | +18.7% | -23.4% | +42.2% | +24.4% |
| 1Y | +19.8% | -14.0% | +33.8% | +22.0% |
| 3Y | +294.3% | +78.8% | +215.5% | +234.6% |
| 5Y | +205.7% | +58.6% | +147.1% | +158.2% |
| 10Y | +493.8% | +427.8% | +65.9% | +246.2% |
| All | +1,397.0% | +2,021.1% | -624.0% | +392.6% |
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