+139.7%
SGI vs GGLL
+194.0%
-54.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.2% |
| 7D | -3.9% | +5.1% | -9.0% | -4.6% |
| 30D | +0.9% | -35.5% | +36.4% | +7.2% |
| 3M | -2.9% | -39.2% | +36.3% | +3.9% |
| 6M | -9.0% | -54.4% | +45.4% | +1.2% |
| YTD | -29.2% | -29.8% | +0.7% | -27.4% |
| 1Y | -32.3% | -20.4% | -11.8% | -32.2% |
| 3Y | +72.4% | +149.7% | -77.3% | +29.6% |
| All | +139.7% | +194.0% | -54.3% | +71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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