+1,711.4%
SGI vs GPC
+658.6%
+1,052.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -4.4% |
| 7D | +1.0% | +1.6% | -0.6% | -0.1% |
| 30D | +3.9% | -2.1% | +6.0% | +5.5% |
| 3M | -0.8% | -6.8% | +6.0% | +4.7% |
| 6M | -18.0% | +18.6% | -36.5% | -29.6% |
| YTD | -27.6% | +2.7% | -30.3% | -31.0% |
| 1Y | -27.2% | +1.8% | -29.0% | -30.3% |
| 3Y | +76.0% | +1.1% | +74.9% | +58.3% |
| 5Y | +50.0% | +4.1% | +45.9% | +30.3% |
| 10Y | +399.1% | +88.2% | +310.8% | +142.3% |
| All | +1,711.4% | +658.6% | +1,052.8% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling