+53.3%
SGI vs GRMN
+179.1%
-125.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.5% |
| 7D | +0.6% | -1.4% | +2.0% | +1.1% |
| 30D | +5.5% | -13.1% | +18.6% | +10.3% |
| 3M | -3.6% | +14.9% | -18.5% | -8.8% |
| 6M | -15.0% | +13.1% | -28.1% | -19.1% |
| YTD | -23.0% | +35.3% | -58.3% | -30.8% |
| 1Y | -18.4% | +16.0% | -34.4% | -23.5% |
| All | +53.3% | +179.1% | -125.7% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling