+65.0%
SGI vs FGI
-68.3%
+133.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.3% | -0.6% |
| 7D | -10.5% | +6.9% | -17.4% | -10.6% |
| 30D | +0.1% | +3.9% | -3.8% | 0.0% |
| 3M | -4.0% | +74.3% | -78.3% | -6.0% |
| 6M | -5.6% | +28.9% | -34.6% | -7.3% |
| YTD | -29.5% | +39.1% | -68.6% | -31.2% |
| 1Y | -31.5% | +49.3% | -80.9% | -33.3% |
| 3Y | +71.6% | +5.7% | +65.9% | +68.2% |
| All | +65.0% | -68.3% | +133.3% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling