+259.2%
SGI vs GRMN
+646.1%
-386.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -4.9% | -1.8% | -3.1% | -3.8% |
| 30D | +1.6% | -12.1% | +13.7% | +9.9% |
| 3M | -3.2% | +18.0% | -21.2% | -14.7% |
| 6M | -16.0% | +13.7% | -29.8% | -24.2% |
| YTD | -25.4% | +35.3% | -60.7% | -40.0% |
| 1Y | -21.6% | +17.2% | -38.8% | -31.6% |
| 3Y | +52.9% | +179.6% | -126.8% | -37.0% |
| 5Y | +47.5% | +75.6% | -28.1% | -13.5% |
| All | +259.2% | +646.1% | -386.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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