+2,456.1%
SPGI vs AGI
+4,543.9%
-2,087.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.7% |
| 7D | +1.6% | +13.9% | -12.3% | +1.0% |
| 30D | +16.1% | -6.2% | +22.3% | +16.3% |
| 3M | +15.5% | -6.9% | +22.4% | +15.6% |
| 6M | +19.6% | -28.7% | +48.4% | +20.9% |
| YTD | -3.6% | -19.8% | +16.2% | -3.3% |
| 1Y | +2.2% | -4.8% | +7.0% | +1.8% |
| 3Y | +30.1% | +144.3% | -114.2% | +24.1% |
| 5Y | +14.9% | +277.2% | -262.3% | +7.4% |
| 10Y | +334.0% | +365.9% | -31.9% | +296.4% |
| All | +2,456.1% | +4,543.9% | -2,087.9% | +2,218.0% |
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