+2,765.1%
GE vs SPGI
+14,867.5%
-12,102.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +3.1% |
| 7D | +7.1% | +0.3% | +6.8% | +7.0% |
| 30D | +6.5% | +18.4% | -11.9% | -1.3% |
| 3M | -13.6% | +15.7% | -29.3% | -19.3% |
| 6M | +6.0% | +17.3% | -11.3% | -2.4% |
| YTD | +5.4% | -4.7% | +10.1% | +4.9% |
| 1Y | +6.5% | +1.8% | +4.6% | +2.7% |
| 3Y | +268.6% | +31.7% | +236.9% | +215.6% |
| 5Y | +389.0% | +12.1% | +377.0% | +343.4% |
| 10Y | +163.3% | +341.9% | -178.6% | +27.2% |
| All | +2,765.1% | +14,867.5% | -12,102.4% | +204.8% |
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 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