+282.6%
SPGI vs AGI
+388.9%
-106.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | -8.9% | -5.3% | -3.7% | -8.7% |
| 30D | +0.6% | +6.8% | -6.1% | +0.3% |
| 3M | +2.0% | +8.3% | -6.3% | +1.5% |
| 6M | +0.1% | -29.2% | +29.3% | +1.3% |
| YTD | -16.4% | -7.3% | -9.2% | -16.6% |
| 1Y | -18.9% | +8.0% | -27.0% | -19.9% |
| 3Y | +13.8% | +206.6% | -192.8% | +5.5% |
| 5Y | +0.5% | +398.1% | -397.6% | -9.1% |
| All | +282.6% | +388.9% | -106.3% | +258.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling