+72.8%
AG vs SGI
+56.1%
+16.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.8% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | +12.5% | +5.5% | +6.9% | +10.1% |
| 3M | +28.2% | -3.6% | +31.8% | +29.9% |
| 6M | -18.8% | -15.0% | -3.8% | -14.3% |
| YTD | +27.4% | -23.0% | +50.4% | +40.0% |
| 1Y | +132.2% | -18.4% | +150.6% | +150.0% |
| 3Y | +286.9% | +57.8% | +229.1% | +226.7% |
| 5Y | +72.8% | +51.5% | +21.3% | +31.8% |
| All | +72.8% | +56.1% | +16.6% | +31.8% |
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