+1,872.3%
SGI vs GRMN
+1,824.0%
+48.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +8.5% | -2.9% | +11.4% | +10.0% |
| 30D | +0.7% | -8.4% | +9.1% | +4.8% |
| 3M | +0.6% | +15.0% | -14.4% | -7.1% |
| 6M | -17.9% | +11.2% | -29.1% | -22.9% |
| YTD | -21.2% | +37.7% | -58.9% | -33.2% |
| 1Y | -18.9% | +18.5% | -37.3% | -26.7% |
| 3Y | +52.6% | +175.8% | -123.2% | -11.9% |
| 5Y | +60.7% | +75.1% | -14.4% | +15.3% |
| 10Y | +278.1% | +637.0% | -358.9% | +48.6% |
| All | +1,872.3% | +1,824.0% | +48.3% | +375.6% |
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