+21.9%
GE vs SPGI
-14.9%
+36.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.7% |
| 7D | +1.2% | -2.5% | +3.6% | +1.1% |
| 30D | -9.5% | +5.4% | -14.9% | -9.5% |
| 3M | +4.1% | +9.0% | -4.9% | +4.1% |
| 6M | +3.9% | +0.8% | +3.2% | +3.5% |
| YTD | +9.0% | -12.6% | +21.6% | +7.6% |
| 1Y | +21.9% | -16.1% | +38.1% | +16.8% |
| All | +21.9% | -14.9% | +36.8% | +16.8% |
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