+1,663.9%
SGI vs GRMN
+1,949.3%
-285.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -1.3% |
| 7D | -10.5% | +1.7% | -12.1% | -11.1% |
| 30D | +0.1% | +10.2% | -10.0% | -4.2% |
| 3M | -4.0% | -4.7% | +0.7% | -2.0% |
| 6M | -5.6% | +22.3% | -27.9% | -15.4% |
| YTD | -29.5% | +46.7% | -76.2% | -42.0% |
| 1Y | -31.5% | +49.6% | -81.2% | -44.2% |
| 3Y | +71.6% | +165.3% | -93.7% | +1.2% |
| 5Y | +50.5% | +130.3% | -79.8% | -4.5% |
| 10Y | +333.9% | +658.0% | -324.1% | +67.9% |
| All | +1,663.9% | +1,949.3% | -285.3% | +312.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling