+290.0%
SPGI vs AG
+82.3%
+207.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.6% | -2.7% |
| 7D | -3.1% | -0.1% | -3.0% | -3.1% |
| 30D | +2.0% | +12.5% | -10.4% | +1.2% |
| 3M | +4.3% | +28.2% | -23.8% | +2.6% |
| 6M | -0.2% | -18.8% | +18.6% | +0.3% |
| YTD | -14.8% | +27.4% | -42.2% | -17.2% |
| 1Y | -18.5% | +132.2% | -150.7% | -24.3% |
| 3Y | +16.0% | +286.9% | -270.9% | +1.6% |
| 5Y | +2.2% | +72.8% | -70.6% | -7.2% |
| All | +290.0% | +82.3% | +207.7% | +256.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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