+72.4%
SGI vs FGI
-3.4%
+75.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.1% | -5.3% |
| 7D | -3.9% | -4.1% | +0.2% | -3.9% |
| 30D | +0.9% | -3.4% | +4.3% | +1.0% |
| 3M | -2.9% | +61.8% | -64.7% | -3.8% |
| 6M | -9.0% | +17.0% | -26.0% | -9.8% |
| YTD | -29.2% | +31.4% | -60.6% | -29.6% |
| 1Y | -32.3% | +42.7% | -74.9% | -32.5% |
| 3Y | +72.4% | -0.1% | +72.5% | +82.0% |
| All | +72.4% | -3.4% | +75.8% | +82.0% |
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