+1,615.1%
SGI vs GRMN
+1,873.3%
-258.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.7% |
| 7D | -5.3% | -0.9% | -4.4% | -4.9% |
| 30D | -2.1% | +1.2% | -3.2% | -2.5% |
| 3M | -8.2% | -8.9% | +0.7% | -4.3% |
| 6M | -4.6% | +23.0% | -27.6% | -14.7% |
| YTD | -31.5% | +41.2% | -72.7% | -42.6% |
| 1Y | -30.8% | +47.5% | -78.3% | -43.3% |
| 3Y | +67.2% | +155.8% | -88.5% | +0.3% |
| 5Y | +42.5% | +120.2% | -77.7% | -7.6% |
| 10Y | +321.9% | +629.9% | -308.0% | +66.1% |
| All | +1,615.1% | +1,873.3% | -258.1% | +308.2% |
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