+343.3%
SPGI vs AGI
+389.5%
-46.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.1% |
| 7D | +1.2% | -10.1% | +11.4% | +1.7% |
| 30D | +15.9% | -6.5% | +22.4% | +16.2% |
| 3M | +12.3% | -12.8% | +25.1% | +12.8% |
| 6M | +23.7% | -34.3% | +58.0% | +25.7% |
| YTD | -3.5% | -25.6% | +22.1% | -2.9% |
| 1Y | +0.4% | -14.2% | +14.6% | +0.3% |
| 3Y | +29.9% | +127.3% | -97.4% | +22.1% |
| 5Y | +15.2% | +241.8% | -226.6% | +5.6% |
| All | +343.3% | +389.5% | -46.2% | +311.9% |
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