+445.3%
SGDJ price history and return analytics
+229.8%
+215.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.1% |
| 7D | -3.1% | -1.1% | -2.0% | -2.3% |
| 30D | +5.0% | -1.0% | +6.0% | +5.9% |
| 3M | +25.7% | +3.2% | +22.5% | +23.3% |
| 6M | -2.7% | +12.5% | -15.2% | -9.4% |
| YTD | +15.7% | +14.1% | +1.7% | +7.2% |
| 1Y | +63.7% | +18.9% | +44.8% | +47.9% |
| 3Y | +330.8% | +74.1% | +256.7% | +204.9% |
| 5Y | +212.8% | +66.9% | +146.0% | +124.4% |
| 10Y | +205.3% | +228.3% | -23.0% | +60.2% |
| All | +445.3% | +229.8% | +215.5% | +194.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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