+262.8%
SGI vs GFI
+1,066.8%
-804.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -4.5% | -4.9% | +0.4% | -3.9% |
| 30D | +4.2% | +10.7% | -6.6% | +3.0% |
| 3M | -7.4% | +25.6% | -33.1% | -9.9% |
| 6M | -15.1% | -8.3% | -6.8% | -14.8% |
| YTD | -24.7% | +6.3% | -31.0% | -25.7% |
| 1Y | -21.8% | +22.1% | -43.8% | -24.1% |
| 3Y | +50.0% | +289.2% | -239.1% | +28.0% |
| 5Y | +48.9% | +531.7% | -482.7% | +18.0% |
| All | +262.8% | +1,066.8% | -804.1% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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