+67.2%
SGI vs FGI
-16.0%
+83.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -25.2% | +25.4% | +0.4% |
| 7D | -5.3% | -14.4% | +9.1% | -5.2% |
| 30D | -2.1% | -11.8% | +9.7% | -2.0% |
| 3M | -8.2% | -46.2% | +38.1% | -7.8% |
| 6M | -4.6% | +5.2% | -9.7% | -5.3% |
| YTD | -31.5% | +10.5% | -42.0% | -31.8% |
| 1Y | -30.8% | +25.5% | -56.3% | -31.0% |
| 3Y | +67.2% | -16.0% | +83.2% | +76.8% |
| All | +67.2% | -16.0% | +83.2% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling