+2.2%
SPGI vs AGI
+392.7%
-390.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -2.7% |
| 7D | -3.1% | +2.2% | -5.3% | -3.3% |
| 30D | +2.0% | +11.3% | -9.2% | +1.1% |
| 3M | +4.3% | +5.6% | -1.3% | +3.6% |
| 6M | -0.2% | -27.7% | +27.4% | +1.9% |
| YTD | -14.8% | -4.1% | -10.7% | -15.6% |
| 1Y | -18.5% | +13.8% | -32.3% | -21.2% |
| 3Y | +16.0% | +217.0% | -201.1% | -5.1% |
| 5Y | +2.2% | +404.3% | -402.1% | -22.6% |
| All | +2.2% | +392.7% | -390.5% | -22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling