+152.6%
GOOGL vs SPGI
+23.3%
+129.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.7% |
| 7D | -2.3% | +0.1% | -2.4% | -2.3% |
| 30D | -6.6% | +8.4% | -15.0% | -8.6% |
| 3M | -8.9% | +11.8% | -20.8% | -11.9% |
| 6M | +11.9% | +5.7% | +6.2% | +9.8% |
| YTD | +8.3% | -9.7% | +18.0% | +11.1% |
| 1Y | +46.2% | -12.5% | +58.7% | +51.6% |
| All | +152.6% | +23.3% | +129.3% | +135.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling