+282.7%
AG vs SGI
+55.1%
+227.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +3.1% |
| 7D | -0.1% | +0.6% | -0.7% | -0.5% |
| 30D | +12.5% | +5.5% | +6.9% | +9.2% |
| 3M | +28.2% | -3.6% | +31.8% | +30.3% |
| 6M | -18.8% | -15.0% | -3.8% | -12.9% |
| YTD | +27.4% | -23.0% | +50.4% | +44.4% |
| 1Y | +132.2% | -18.4% | +150.6% | +156.2% |
| All | +282.7% | +55.1% | +227.6% | +160.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling