+334.0%
SPGI vs AG
+64.1%
+269.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.9% | +6.3% | +0.8% |
| 7D | +1.6% | +6.0% | -4.4% | +1.2% |
| 30D | +16.1% | -13.5% | +29.6% | +16.9% |
| 3M | +15.5% | -20.7% | +36.1% | +16.7% |
| 6M | +19.6% | -31.5% | +51.2% | +21.5% |
| YTD | -3.6% | -10.1% | +6.6% | -4.6% |
| 1Y | +2.2% | +26.0% | -23.8% | -1.2% |
| 3Y | +30.1% | +228.9% | -198.8% | +14.6% |
| 5Y | +14.9% | +8.7% | +6.3% | +6.8% |
| 10Y | +334.0% | +71.9% | +262.1% | +279.1% |
| All | +334.0% | +64.1% | +269.9% | +279.1% |
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