+39.4%
GM vs SGI
-10.7%
+50.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | +2.2% |
| 7D | +12.1% | +12.1% | 0.0% | +7.7% |
| 30D | +15.2% | +12.1% | +3.1% | +10.6% |
| 3M | +4.9% | +0.4% | +4.5% | +4.3% |
| 6M | +22.6% | -4.0% | +26.6% | +22.3% |
| YTD | +14.4% | -21.2% | +35.7% | +18.5% |
| 1Y | +39.4% | -12.1% | +51.5% | +42.7% |
| All | +39.4% | -10.7% | +50.1% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling