+72.0%
SGI vs GTLB
+4.2%
+67.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.9% | -0.7% |
| 7D | -10.5% | -9.6% | -0.8% | -9.2% |
| 30D | +0.1% | -15.5% | +15.7% | +2.4% |
| 3M | -4.0% | +12.4% | -16.3% | -5.9% |
| 6M | -5.6% | +84.6% | -90.2% | -14.4% |
| YTD | -29.5% | +26.1% | -55.6% | -32.5% |
| 1Y | -31.5% | +1.7% | -33.2% | -32.0% |
| All | +72.0% | +4.2% | +67.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling