+1,872.3%
SGI vs GPC
+753.0%
+1,119.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.4% |
| 7D | +8.5% | +1.2% | +7.3% | +7.6% |
| 30D | +0.7% | +6.0% | -5.3% | -3.9% |
| 3M | +0.6% | +42.6% | -42.0% | -25.3% |
| 6M | -17.9% | +22.8% | -40.7% | -31.3% |
| YTD | -21.2% | +15.5% | -36.6% | -31.4% |
| 1Y | -18.9% | +2.0% | -20.9% | -22.3% |
| 3Y | +52.6% | -1.4% | +54.1% | +40.2% |
| 5Y | +60.7% | +30.6% | +30.1% | +15.6% |
| 10Y | +278.1% | +80.6% | +197.5% | +93.7% |
| All | +1,872.3% | +753.0% | +1,119.3% | +171.0% |
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