+154.7%
GS vs SGI
+45.7%
+109.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.4% |
| 7D | +5.1% | -10.7% | +15.8% | +9.2% |
| 30D | +2.4% | -3.6% | +6.0% | +3.4% |
| 3M | -11.5% | -5.4% | -6.1% | -10.3% |
| 6M | -2.5% | -7.0% | +4.5% | -1.2% |
| YTD | +5.5% | -31.6% | +37.1% | +17.8% |
| 1Y | +11.0% | -33.5% | +44.6% | +25.2% |
| 3Y | +200.1% | +66.5% | +133.6% | +143.4% |
| 5Y | +154.7% | +42.2% | +112.5% | +109.4% |
| All | +154.7% | +45.7% | +109.0% | +109.4% |
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