+1,163.8%
GS vs SGI
+1,905.4%
-741.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.1% |
| 7D | -3.2% | +1.0% | -4.2% | -3.5% |
| 30D | -2.4% | +3.9% | -6.3% | -3.6% |
| 3M | -15.7% | -0.8% | -14.9% | -15.9% |
| 6M | -6.8% | -18.0% | +11.2% | -2.5% |
| YTD | -0.1% | -27.6% | +27.6% | +7.7% |
| 1Y | +12.1% | -27.2% | +39.3% | +20.6% |
| 3Y | +185.8% | +76.0% | +109.8% | +138.4% |
| 5Y | +140.1% | +50.0% | +90.1% | +101.6% |
| 10Y | +505.2% | +399.1% | +106.2% | +228.0% |
| All | +1,163.8% | +1,905.4% | -741.7% | +219.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling