+7.4%
GPN vs SGI
-17.2%
+24.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | +0.8% | +8.5% | -7.8% | -1.7% |
| 30D | +5.8% | +0.7% | +5.1% | +5.3% |
| 3M | +37.0% | +0.6% | +36.4% | +36.2% |
| 6M | +20.1% | -17.9% | +38.1% | +23.3% |
| YTD | +20.4% | -21.2% | +41.6% | +24.5% |
| 1Y | +7.4% | -18.9% | +26.3% | +12.9% |
| All | +7.4% | -17.2% | +24.6% | +12.9% |
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