+2,429.8%
SPGI vs AGI
+4,227.8%
-1,798.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.8% | -1.2% |
| 7D | -0.8% | -7.5% | +6.7% | -0.5% |
| 30D | +14.3% | -9.9% | +24.1% | +14.6% |
| 3M | +14.5% | -14.2% | +28.7% | +15.0% |
| 6M | +17.3% | -35.2% | +52.5% | +18.9% |
| YTD | -4.6% | -25.2% | +20.7% | -4.1% |
| 1Y | +0.8% | -14.3% | +15.1% | +0.7% |
| 3Y | +28.8% | +127.7% | -98.9% | +23.2% |
| 5Y | +14.0% | +243.4% | -229.5% | +6.9% |
| 10Y | +332.5% | +384.1% | -51.6% | +294.7% |
| All | +2,429.8% | +4,227.8% | -1,798.0% | +2,200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling