+457.2%
GS vs SGI
+356.4%
+100.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.3% | +5.7% | +2.1% |
| 7D | +1.6% | -3.9% | +5.5% | +2.8% |
| 30D | +1.7% | +0.9% | +0.7% | +1.1% |
| 3M | -11.6% | -2.9% | -8.7% | -11.2% |
| 6M | -1.9% | -9.0% | +7.1% | 0.0% |
| YTD | +5.1% | -29.2% | +34.2% | +15.0% |
| 1Y | +16.4% | -32.3% | +48.7% | +29.1% |
| 3Y | +199.0% | +72.4% | +126.5% | +145.1% |
| 5Y | +157.4% | +50.6% | +106.8% | +110.4% |
| 10Y | +457.2% | +335.2% | +122.0% | +196.5% |
| All | +457.2% | +356.4% | +100.8% | +196.5% |
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 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