+67.2%
SGI vs AGI
+127.5%
-60.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -5.3% | -10.1% | +4.8% | -3.4% |
| 30D | -2.1% | -6.5% | +4.5% | -1.2% |
| 3M | -8.2% | -12.8% | +4.6% | -6.2% |
| 6M | -4.6% | -34.3% | +29.7% | +1.6% |
| YTD | -31.5% | -25.6% | -5.8% | -28.1% |
| 1Y | -30.8% | -14.2% | -16.6% | -28.4% |
| 3Y | +67.2% | +127.3% | -60.1% | +46.0% |
| All | +67.2% | +127.5% | -60.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling