+2.4%
AG vs SGI
+45.7%
-43.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -4.1% |
| 7D | -6.0% | -10.7% | +4.6% | -1.7% |
| 30D | -14.3% | -3.6% | -10.8% | -13.2% |
| 3M | -26.9% | -5.4% | -21.5% | -25.3% |
| 6M | -42.1% | -7.0% | -35.1% | -40.4% |
| YTD | -15.9% | -31.6% | +15.8% | -3.0% |
| 1Y | +11.5% | -33.5% | +45.0% | +29.9% |
| 3Y | +208.0% | +66.5% | +141.5% | +158.9% |
| 5Y | +2.4% | +42.2% | -39.8% | -21.9% |
| All | +2.4% | +45.7% | -43.3% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling