-44.2%
GPN vs SGI
+45.9%
-90.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +4.9% | +2.9% |
| 7D | -3.5% | -4.9% | +1.4% | -1.7% |
| 30D | +3.1% | +1.6% | +1.5% | +2.4% |
| 3M | +42.3% | -3.2% | +45.5% | +43.3% |
| 6M | +20.9% | -16.0% | +36.9% | +27.1% |
| YTD | +15.2% | -25.4% | +40.6% | +26.0% |
| 1Y | +5.4% | -21.6% | +27.0% | +12.5% |
| 3Y | -27.4% | +52.9% | -80.3% | -41.0% |
| 5Y | -44.2% | +47.5% | -91.7% | -55.4% |
| All | -44.2% | +45.9% | -90.1% | -55.4% |
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