+86.1%
SGI vs FGI
+2.3%
+83.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.8% |
| 7D | +5.3% | -11.6% | +16.9% | +5.4% |
| 30D | +8.2% | -3.3% | +11.5% | +8.2% |
| 3M | -2.2% | +65.6% | -67.8% | -3.1% |
| 6M | -8.4% | -2.8% | -5.6% | -9.2% |
| YTD | -23.4% | +30.1% | -53.6% | -23.9% |
| 1Y | -14.0% | +50.2% | -64.1% | -14.2% |
| All | +86.1% | +2.3% | +83.8% | +94.2% |
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