+170.5%
GM vs SGI
+51.7%
+118.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -4.5% | +2.0% | -0.9% |
| 30D | -1.1% | +4.2% | -5.3% | -2.8% |
| 3M | +6.1% | -7.4% | +13.6% | +8.5% |
| 6M | +15.0% | -15.1% | +30.0% | +20.4% |
| YTD | +6.0% | -24.7% | +30.7% | +15.1% |
| 1Y | +47.1% | -21.8% | +68.9% | +57.0% |
| 3Y | +170.5% | +50.0% | +120.4% | +114.5% |
| All | +170.5% | +51.7% | +118.8% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling