+762.1%
GOOG vs SPGI
+299.5%
+462.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.8% |
| 7D | -1.6% | -3.1% | +1.5% | 0.0% |
| 30D | -7.7% | +2.0% | -9.7% | -8.8% |
| 3M | -9.3% | +4.3% | -13.6% | -12.1% |
| 6M | +7.4% | -0.2% | +7.7% | +6.2% |
| YTD | +4.9% | -14.8% | +19.6% | +11.7% |
| 1Y | +37.2% | -18.5% | +55.8% | +48.9% |
| 3Y | +141.6% | +16.0% | +125.7% | +108.8% |
| 5Y | +128.8% | +2.2% | +126.5% | +109.8% |
| All | +762.1% | +299.5% | +462.6% | +284.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling