+3.6%
GOOG vs SPGI
+3.2%
+0.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.1% | +2.9% |
| 7D | -10.7% | +7.2% | -17.9% | -11.5% |
| 30D | -16.4% | +23.2% | -39.7% | -18.9% |
| 3M | -23.4% | +17.0% | -40.4% | -25.0% |
| 6M | -24.2% | +20.4% | -44.6% | -26.1% |
| YTD | -8.3% | -1.9% | -6.4% | -7.7% |
| 1Y | +3.6% | +2.9% | +0.7% | +7.4% |
| All | +3.6% | +3.2% | +0.4% | +7.4% |
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 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