+9.5%
SPGI vs AG
+64.2%
-54.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.4% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | +8.4% | +19.2% | -10.8% | +7.1% |
| 3M | +11.8% | +6.2% | +5.7% | +11.0% |
| 6M | +5.7% | -26.7% | +32.4% | +7.1% |
| YTD | -9.7% | +26.1% | -35.8% | -12.6% |
| 1Y | -12.5% | +131.7% | -144.1% | -20.0% |
| 3Y | +21.8% | +255.3% | -233.5% | +3.5% |
| All | +9.5% | +64.2% | -54.7% | -3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling