+255.2%
AG vs SGI
+1,244.7%
-989.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -10.0% | -5.3% | -4.6% | -9.0% |
| 30D | -10.5% | -2.1% | -8.4% | -10.2% |
| 3M | -27.3% | -8.2% | -19.1% | -26.0% |
| 6M | -43.0% | -4.6% | -38.4% | -42.4% |
| YTD | -17.9% | -31.5% | +13.5% | -11.9% |
| 1Y | +11.9% | -30.8% | +42.7% | +20.0% |
| 3Y | +201.8% | +67.2% | +134.6% | +176.2% |
| 5Y | -0.1% | +42.5% | -42.6% | -8.3% |
| 10Y | +72.7% | +321.9% | -249.1% | +23.2% |
| All | +255.2% | +1,244.7% | -989.5% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling