+652.8%
GS vs SGI
+267.9%
+384.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.9% | +8.5% | -7.6% | -1.6% |
| 30D | -1.6% | +0.7% | -2.2% | -2.0% |
| 3M | -4.5% | +0.6% | -5.1% | -5.1% |
| 6M | +20.9% | -17.9% | +38.8% | +27.1% |
| YTD | +19.9% | -21.2% | +41.1% | +27.2% |
| 1Y | +41.4% | -18.9% | +60.3% | +48.0% |
| 3Y | +239.2% | +52.6% | +186.5% | +189.2% |
| 5Y | +185.0% | +60.7% | +124.3% | +129.9% |
| All | +652.8% | +267.9% | +384.9% | +302.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling