+13,444.1%
GOOG vs SPGI
+1,721.2%
+11,723.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.4% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | -6.8% | +8.4% | -15.2% | -10.1% |
| 3M | -9.1% | +11.8% | -20.9% | -14.0% |
| 6M | +10.7% | +5.7% | +5.0% | +7.0% |
| YTD | +7.1% | -9.7% | +16.7% | +9.9% |
| 1Y | +44.6% | -12.5% | +57.1% | +49.7% |
| 3Y | +147.4% | +21.8% | +125.6% | +118.4% |
| 5Y | +133.8% | +8.2% | +125.6% | +116.6% |
| 10Y | +777.5% | +309.5% | +468.0% | +361.7% |
| All | +13,444.1% | +1,721.2% | +11,723.0% | +3,224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling