+42.3%
SGI vs GTLB
-49.4%
+91.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | +0.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.2% |
| 30D | -2.1% | -10.2% | +8.2% | -0.2% |
| 3M | -8.2% | +10.1% | -18.3% | -10.3% |
| 6M | -4.6% | +116.5% | -121.0% | -18.7% |
| YTD | -31.5% | +27.2% | -58.6% | -36.2% |
| 1Y | -30.8% | +8.6% | -39.4% | -33.7% |
| 3Y | +67.2% | +5.6% | +61.6% | +51.6% |
| 5Y | +42.5% | -61.8% | +104.3% | +20.2% |
| All | +42.3% | -49.4% | +91.6% | +21.9% |
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