+152.4%
GS vs SGI
+56.2%
+96.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.3% | +1.4% | +3.5% |
| 7D | +0.8% | -0.2% | +1.1% | +0.9% |
| 30D | +1.2% | +6.6% | -5.3% | -1.2% |
| 3M | -12.4% | +1.8% | -14.2% | -13.4% |
| 6M | -2.3% | -3.9% | +1.6% | -2.1% |
| YTD | +4.6% | -25.2% | +29.8% | +13.4% |
| 1Y | +17.5% | -26.7% | +44.2% | +28.2% |
| 3Y | +202.0% | +86.8% | +115.3% | +135.8% |
| 5Y | +152.4% | +56.6% | +95.7% | +100.3% |
| All | +152.4% | +56.2% | +96.2% | +100.3% |
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