+445.6%
AG vs SGI
+1,446.3%
-1,000.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | +1.0% | +8.5% | -7.5% | -0.5% |
| 30D | +19.2% | +0.7% | +18.5% | +19.0% |
| 3M | +6.2% | +0.6% | +5.6% | +6.1% |
| 6M | -26.7% | -17.9% | -8.7% | -24.0% |
| YTD | +26.1% | -21.2% | +47.3% | +31.9% |
| 1Y | +131.7% | -18.9% | +150.5% | +140.9% |
| 3Y | +255.3% | +52.6% | +202.7% | +229.3% |
| 5Y | +61.9% | +60.7% | +1.2% | +45.0% |
| 10Y | +72.0% | +278.1% | -206.1% | +23.5% |
| All | +445.6% | +1,446.3% | -1,000.6% | +162.7% |
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 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