+262.8%
SGI vs AGI
+392.3%
-129.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | -4.5% | -2.7% | -1.7% | -4.2% |
| 30D | +4.2% | +7.2% | -3.1% | +3.5% |
| 3M | -7.4% | +4.3% | -11.7% | -7.9% |
| 6M | -15.1% | -27.1% | +12.0% | -13.4% |
| YTD | -24.7% | -6.6% | -18.1% | -24.5% |
| 1Y | -21.8% | +9.5% | -31.3% | -22.4% |
| 3Y | +50.0% | +208.4% | -158.4% | +39.2% |
| 5Y | +48.9% | +401.6% | -352.7% | +34.5% |
| All | +262.8% | +392.3% | -129.6% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling