+1,416.0%
GS vs SGI
+2,083.6%
-667.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.9% | +8.5% | -7.6% | -1.4% |
| 30D | -1.6% | +0.7% | -2.2% | -1.9% |
| 3M | -4.5% | +0.6% | -5.1% | -5.1% |
| 6M | +20.9% | -17.9% | +38.8% | +26.6% |
| YTD | +19.9% | -21.2% | +41.1% | +26.6% |
| 1Y | +41.4% | -18.9% | +60.3% | +47.4% |
| 3Y | +239.2% | +52.6% | +186.5% | +193.9% |
| 5Y | +185.0% | +60.7% | +124.3% | +135.1% |
| 10Y | +655.0% | +278.1% | +376.8% | +335.1% |
| All | +1,416.0% | +2,083.6% | -667.6% | +275.2% |
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