+746.7%
GOOGL vs SPGI
+287.8%
+458.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.0% |
| 7D | -1.9% | -3.1% | +1.2% | -0.3% |
| 30D | -7.5% | +2.0% | -9.5% | -8.6% |
| 3M | -9.2% | +4.3% | -13.5% | -11.9% |
| 6M | +8.1% | -0.2% | +8.3% | +6.8% |
| YTD | +5.8% | -14.8% | +20.6% | +12.7% |
| 1Y | +38.3% | -18.5% | +56.9% | +50.1% |
| 3Y | +144.8% | +16.0% | +128.8% | +111.5% |
| 5Y | +132.5% | +2.2% | +130.3% | +113.3% |
| 10Y | +746.7% | +296.4% | +450.2% | +274.1% |
| All | +746.7% | +287.8% | +458.9% | +274.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling