+51.5%
SGI vs GRMN
+75.7%
-24.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.3% |
| 7D | +0.6% | -1.4% | +2.0% | +1.3% |
| 30D | +5.5% | -13.1% | +18.6% | +13.2% |
| 3M | -3.6% | +14.9% | -18.5% | -11.9% |
| 6M | -15.0% | +13.1% | -28.1% | -21.5% |
| YTD | -23.0% | +35.3% | -58.3% | -35.6% |
| 1Y | -18.4% | +16.0% | -34.4% | -26.5% |
| 3Y | +57.8% | +179.6% | -121.8% | -31.3% |
| 5Y | +51.5% | +75.0% | -23.6% | -21.8% |
| All | +51.5% | +75.7% | -24.2% | -21.8% |
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 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