+65.7%
AG vs SGI
+319.5%
-253.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -10.0% | -5.3% | -4.6% | -8.7% |
| 30D | -10.5% | -2.1% | -8.4% | -10.1% |
| 3M | -27.3% | -8.2% | -19.1% | -25.7% |
| 6M | -43.0% | -4.6% | -38.4% | -42.2% |
| YTD | -17.9% | -31.5% | +13.5% | -10.4% |
| 1Y | +11.9% | -30.8% | +42.7% | +22.0% |
| 3Y | +201.8% | +67.2% | +134.6% | +173.3% |
| 5Y | -0.1% | +42.5% | -42.6% | -10.2% |
| All | +65.7% | +319.5% | -253.8% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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