+1,826.0%
SGI vs GFI
+549.7%
+1,276.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | +0.6% | +4.7% | -4.1% | 0.0% |
| 30D | +5.5% | +14.4% | -8.9% | +3.6% |
| 3M | -3.6% | +32.5% | -36.1% | -7.4% |
| 6M | -15.0% | -7.2% | -7.9% | -14.8% |
| YTD | -23.0% | +10.9% | -33.9% | -24.8% |
| 1Y | -18.4% | +35.5% | -53.9% | -22.8% |
| 3Y | +57.8% | +312.1% | -254.4% | +25.7% |
| 5Y | +51.5% | +524.6% | -473.1% | +10.2% |
| 10Y | +275.2% | +1,092.7% | -817.6% | +130.6% |
| All | +1,826.0% | +549.7% | +1,276.3% | +956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling