+14.9%
SPGI vs AGI
+279.9%
-265.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.9% |
| 7D | +1.6% | +13.9% | -12.3% | +0.4% |
| 30D | +16.1% | -6.2% | +22.3% | +16.5% |
| 3M | +15.5% | -6.9% | +22.4% | +15.8% |
| 6M | +19.6% | -28.7% | +48.4% | +22.5% |
| YTD | -3.6% | -19.8% | +16.2% | -3.4% |
| 1Y | +2.2% | -4.8% | +7.0% | +0.3% |
| 3Y | +30.1% | +144.3% | -114.2% | +7.2% |
| 5Y | +14.9% | +277.2% | -262.3% | -13.5% |
| All | +14.9% | +279.9% | -265.0% | -13.5% |
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 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