+41.4%
SGI vs GPC
+4.3%
+37.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | -5.3% | +0.4% | -5.8% | -5.5% |
| 30D | -2.1% | -6.3% | +4.2% | +2.0% |
| 3M | -8.2% | -8.2% | 0.0% | -3.2% |
| 6M | -4.6% | +27.1% | -31.6% | -18.9% |
| YTD | -31.5% | +3.1% | -34.6% | -34.0% |
| 1Y | -30.8% | +0.1% | -30.9% | -32.2% |
| 3Y | +67.2% | +0.2% | +67.0% | +52.6% |
| All | +41.4% | +4.3% | +37.0% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling