+11,715.7%
GOOG vs SPGI
+1,844.7%
+9,871.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.4% |
| 7D | +3.0% | +1.2% | +1.8% | +2.5% |
| 30D | -14.9% | +15.9% | -30.8% | -20.4% |
| 3M | -14.9% | +12.3% | -27.2% | -19.5% |
| 6M | -26.6% | +23.7% | -50.3% | -33.8% |
| YTD | -6.6% | -3.5% | -3.1% | -7.2% |
| 1Y | +5.1% | +0.4% | +4.7% | +2.4% |
| 3Y | +121.0% | +29.9% | +91.1% | +89.1% |
| 5Y | +97.3% | +15.2% | +82.1% | +77.2% |
| 10Y | +683.2% | +337.2% | +346.1% | +299.1% |
| All | +11,715.7% | +1,844.7% | +9,871.0% | +2,706.3% |
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