+4.4%
GOOGL vs SPGI
+3.2%
+1.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.4% | -0.2% | +2.8% |
| 7D | -11.1% | +7.2% | -18.3% | -11.8% |
| 30D | -16.6% | +23.2% | -39.8% | -19.2% |
| 3M | -23.4% | +17.0% | -40.5% | -25.2% |
| 6M | -24.5% | +20.4% | -44.9% | -26.5% |
| YTD | -7.5% | -1.9% | -5.6% | -7.2% |
| 1Y | +4.4% | +2.9% | +1.5% | +8.0% |
| All | +4.4% | +3.2% | +1.2% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling