+145.8%
GOOG vs SPGI
+19.0%
+126.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +0.9% |
| 7D | +1.1% | -2.5% | +3.6% | +1.7% |
| 30D | -5.1% | +5.4% | -10.5% | -6.4% |
| 3M | -7.1% | +9.0% | -16.1% | -9.5% |
| 6M | +12.7% | +0.8% | +11.9% | +12.0% |
| YTD | +7.1% | -12.6% | +19.7% | +10.9% |
| 1Y | +43.6% | -16.1% | +59.7% | +51.0% |
| All | +145.8% | +19.0% | +126.8% | +129.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling