+50.5%
SGI vs GRMN
+126.9%
-76.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.4% |
| 7D | -10.5% | +1.7% | -12.1% | -11.2% |
| 30D | +0.1% | +10.2% | -10.0% | -4.6% |
| 3M | -4.0% | -4.7% | +0.7% | -1.8% |
| 6M | -5.6% | +22.3% | -27.9% | -16.6% |
| YTD | -29.5% | +46.7% | -76.2% | -43.7% |
| 1Y | -31.5% | +49.6% | -81.2% | -45.9% |
| 3Y | +71.6% | +165.3% | -93.7% | -21.6% |
| 5Y | +50.5% | +130.3% | -79.8% | -29.5% |
| All | +50.5% | +126.9% | -76.4% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling