+12.1%
GS vs SGI
-23.3%
+35.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.4% |
| 7D | -3.2% | +1.0% | -4.2% | -3.5% |
| 30D | -2.4% | +3.9% | -6.3% | -3.8% |
| 3M | -15.7% | -0.8% | -14.9% | -15.8% |
| 6M | -6.8% | -18.0% | +11.2% | -1.5% |
| YTD | -0.1% | -27.6% | +27.6% | +8.7% |
| 1Y | +12.1% | -27.2% | +39.3% | +22.0% |
| All | +12.1% | -23.3% | +35.4% | +22.0% |
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