+48.6%
SGI vs GFI
+292.6%
-244.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.7% |
| 7D | -4.9% | -5.1% | +0.2% | -4.2% |
| 30D | +1.6% | +13.4% | -11.8% | -0.3% |
| 3M | -3.2% | +36.2% | -39.4% | -7.6% |
| 6M | -16.0% | -9.8% | -6.2% | -16.2% |
| YTD | -25.4% | +7.7% | -33.1% | -26.6% |
| 1Y | -21.6% | +27.2% | -48.8% | -24.0% |
| All | +48.6% | +292.6% | -244.0% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling