+11.9%
AG vs SGI
-33.4%
+45.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -10.0% | -5.3% | -4.6% | -6.4% |
| 30D | -10.5% | -2.1% | -8.4% | -9.7% |
| 3M | -27.3% | -8.2% | -19.1% | -23.3% |
| 6M | -43.0% | -4.6% | -38.4% | -41.7% |
| YTD | -17.9% | -31.5% | +13.5% | +9.3% |
| 1Y | +11.9% | -30.8% | +42.7% | +46.7% |
| All | +11.9% | -33.4% | +45.3% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling