+81.6%
GM vs SGI
+45.9%
+35.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.1% | +5.9% | +4.1% |
| 7D | -1.1% | -4.9% | +3.8% | +1.0% |
| 30D | -3.4% | +1.6% | -5.0% | -4.3% |
| 3M | +8.7% | -3.2% | +11.9% | +9.3% |
| 6M | +15.4% | -16.0% | +31.5% | +22.6% |
| YTD | +6.6% | -25.4% | +32.0% | +18.3% |
| 1Y | +51.5% | -21.6% | +73.1% | +63.4% |
| 3Y | +169.3% | +52.9% | +116.5% | +105.4% |
| 5Y | +81.6% | +47.5% | +34.1% | +27.3% |
| All | +81.6% | +45.9% | +35.6% | +27.3% |
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