+97.7%
GOOG vs SPGI
+15.2%
+82.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.4% |
| 30D | -14.9% | +15.9% | -30.8% | -20.8% |
| 3M | -14.9% | +12.3% | -27.2% | -19.8% |
| 6M | -26.6% | +23.7% | -50.3% | -34.4% |
| YTD | -6.6% | -3.5% | -3.1% | -6.2% |
| 1Y | +5.1% | +0.4% | +4.7% | +2.9% |
| 3Y | +121.0% | +29.9% | +91.1% | +75.9% |
| All | +97.7% | +15.2% | +82.5% | +68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling