+25.1%
GILD vs SPGI
-19.0%
+44.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -4.8% | -7.4% | +2.6% | -4.0% |
| 30D | +5.8% | +0.4% | +5.4% | +5.8% |
| 3M | +14.9% | +5.3% | +9.7% | +14.7% |
| 6M | -0.4% | +1.7% | -2.0% | -0.5% |
| YTD | +18.5% | -16.4% | +34.9% | +20.2% |
| 1Y | +25.1% | -20.5% | +45.6% | +26.1% |
| All | +25.1% | -19.0% | +44.2% | +26.1% |
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