+47.5%
SGI vs AGI
+389.6%
-342.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.3% | +0.2% | -2.5% |
| 7D | -4.9% | -5.3% | +0.4% | -4.0% |
| 30D | +1.6% | +6.8% | -5.2% | +0.3% |
| 3M | -3.2% | +8.3% | -11.5% | -4.9% |
| 6M | -16.0% | -29.2% | +13.2% | -12.1% |
| YTD | -25.4% | -7.3% | -18.2% | -25.1% |
| 1Y | -21.6% | +8.0% | -29.6% | -23.2% |
| 3Y | +52.9% | +206.6% | -153.7% | +22.9% |
| 5Y | +47.5% | +398.1% | -350.6% | +8.2% |
| All | +47.5% | +389.6% | -342.1% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling