+67.9%
AG vs SPG
+106.4%
-38.5%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.6% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +12.9% | -4.9% | +17.8% | +15.3% |
| 3M | +20.9% | +3.3% | +17.6% | +18.6% |
| 6M | -19.5% | +11.2% | -30.7% | -23.9% |
| YTD | +24.8% | +17.1% | +7.7% | +15.2% |
| 1Y | +120.2% | +21.6% | +98.7% | +99.4% |
| 3Y | +279.0% | +111.9% | +167.1% | +163.5% |
| 5Y | +67.9% | +106.9% | -39.0% | +10.6% |
| All | +67.9% | +106.4% | -38.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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