+137.7%
GOOGL vs SPGI
+5.8%
+131.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.2% | +1.5% |
| 7D | +1.1% | -2.5% | +3.5% | +2.2% |
| 30D | -4.4% | +5.4% | -9.8% | -7.0% |
| 3M | -6.8% | +9.0% | -15.8% | -11.3% |
| 6M | +13.6% | +0.8% | +12.8% | +12.0% |
| YTD | +8.3% | -12.6% | +20.9% | +14.1% |
| 1Y | +44.9% | -16.1% | +61.1% | +55.6% |
| 3Y | +150.5% | +19.0% | +131.5% | +108.1% |
| 5Y | +137.7% | +5.1% | +132.7% | +110.4% |
| All | +137.7% | +5.8% | +131.9% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling