+8.9%
GE vs SPGI
+3.2%
+5.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.6% | +2.5% |
| 7D | +9.4% | +7.2% | +2.2% | +9.0% |
| 30D | +7.5% | +23.2% | -15.7% | +6.5% |
| 3M | -12.5% | +17.0% | -29.6% | -13.2% |
| 6M | +17.8% | +20.4% | -2.7% | +16.5% |
| YTD | +7.4% | -1.9% | +9.3% | +6.6% |
| 1Y | +8.9% | +2.9% | +6.0% | +8.5% |
| All | +8.9% | +3.2% | +5.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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