+436.6%
GE vs SPGI
+8.3%
+428.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | +8.4% | -20.0% | -14.5% |
| 3M | +3.0% | +11.8% | -8.8% | -2.4% |
| 6M | -0.5% | +5.7% | -6.2% | -3.8% |
| YTD | +9.7% | -9.7% | +19.4% | +13.1% |
| 1Y | +20.0% | -12.5% | +32.5% | +25.0% |
| 3Y | +275.8% | +21.8% | +254.0% | +231.1% |
| All | +436.6% | +8.3% | +428.3% | +376.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling