-18.9%
SPGI vs AGI
+9.6%
-28.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.9% |
| 7D | -8.9% | -5.3% | -3.7% | -8.9% |
| 30D | +0.6% | +6.8% | -6.1% | +0.7% |
| 3M | +2.0% | +8.3% | -6.3% | +2.2% |
| 6M | +0.1% | -29.2% | +29.3% | -1.4% |
| YTD | -16.4% | -7.3% | -9.2% | -15.5% |
| 1Y | -18.9% | +8.0% | -27.0% | -17.1% |
| All | -18.9% | +9.6% | -28.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling