+166.8%
SGI vs GGLL
+328.7%
-161.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.9% |
| 7D | +8.5% | -4.8% | +13.3% | +9.4% |
| 30D | +0.7% | -13.7% | +14.4% | +3.1% |
| 3M | +0.6% | -21.9% | +22.5% | +3.9% |
| 6M | -17.9% | +11.7% | -29.6% | -20.7% |
| YTD | -21.2% | +2.3% | -23.5% | -23.0% |
| 1Y | -18.9% | +76.2% | -95.0% | -28.1% |
| 3Y | +52.6% | +245.0% | -192.4% | +10.4% |
| All | +166.8% | +328.7% | -161.9% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling