+275.2%
SGI vs GPC
+83.6%
+191.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.5% |
| 7D | +0.6% | -0.6% | +1.2% | +1.0% |
| 30D | +5.5% | +1.3% | +4.2% | +4.6% |
| 3M | -3.6% | +37.1% | -40.7% | -23.1% |
| 6M | -15.0% | +23.2% | -38.2% | -27.0% |
| YTD | -23.0% | +13.1% | -36.1% | -30.5% |
| 1Y | -18.4% | +0.9% | -19.3% | -20.6% |
| 3Y | +57.8% | -0.8% | +58.6% | +47.1% |
| 5Y | +51.5% | +31.1% | +20.3% | +14.9% |
| 10Y | +275.2% | +87.4% | +187.8% | +111.9% |
| All | +275.2% | +83.6% | +191.6% | +111.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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