+141.0%
GS vs SGI
+57.3%
+83.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.4% |
| 7D | -6.3% | +5.3% | -11.7% | -8.0% |
| 30D | -3.1% | +8.2% | -11.3% | -5.9% |
| 3M | -17.7% | -2.2% | -15.4% | -17.4% |
| 6M | -4.6% | -8.4% | +3.9% | -2.9% |
| YTD | +0.3% | -23.4% | +23.7% | +7.9% |
| 1Y | +11.7% | -14.0% | +25.7% | +14.9% |
| 3Y | +183.6% | +78.8% | +104.8% | +124.4% |
| 5Y | +141.0% | +58.6% | +82.3% | +90.9% |
| All | +141.0% | +57.3% | +83.6% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling