+15.9%
GS vs SGI
-26.9%
+42.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +3.6% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +1.2% | +6.6% | -5.3% | -1.0% |
| 3M | -12.4% | +1.8% | -14.2% | -13.2% |
| 6M | -2.3% | -3.9% | +1.6% | -2.2% |
| YTD | +4.6% | -25.2% | +29.8% | +12.6% |
| All | +15.9% | -26.9% | +42.8% | +27.0% |
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