+2,883.5%
GE vs SPGI
+14,090.3%
-11,206.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -11.6% | +8.4% | -20.0% | -14.9% |
| 3M | +3.0% | +11.8% | -8.8% | -2.9% |
| 6M | -0.5% | +5.7% | -6.2% | -4.2% |
| YTD | +9.7% | -9.7% | +19.4% | +12.1% |
| 1Y | +20.0% | -12.5% | +32.5% | +23.5% |
| 3Y | +275.8% | +21.8% | +254.0% | +233.1% |
| 5Y | +429.1% | +8.2% | +420.9% | +386.8% |
| 10Y | +151.2% | +309.5% | -158.3% | +25.6% |
| All | +2,883.5% | +14,090.3% | -11,206.7% | +225.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling