+56.3%
SGI vs GTLB
-50.1%
+106.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | -4.5% | -5.7% | +1.2% | -3.4% |
| 30D | +4.2% | +15.1% | -11.0% | +1.3% |
| 3M | -7.4% | +65.5% | -72.9% | -16.3% |
| 6M | -15.1% | +102.9% | -117.9% | -27.3% |
| YTD | -24.7% | +25.2% | -49.9% | -29.4% |
| 1Y | -21.8% | -5.5% | -16.2% | -23.0% |
| 3Y | +50.0% | -10.9% | +60.9% | +41.1% |
| All | +56.3% | -50.1% | +106.5% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling