+16.4%
GS vs SGI
-30.7%
+47.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -11.1% |
| 6M | -1.9% | -9.0% | +7.1% | -0.1% |
| YTD | +5.1% | -29.2% | +34.2% | +15.0% |
| 1Y | +16.4% | -32.3% | +48.7% | +29.8% |
| All | +16.4% | -30.7% | +47.1% | +29.8% |
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