+11,453.7%
GOOGL vs SPGI
+1,843.8%
+9,609.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +2.6% | +1.6% | +1.0% | +1.9% |
| 30D | -18.3% | +16.1% | -34.4% | -23.6% |
| 3M | -19.6% | +15.5% | -35.0% | -24.8% |
| 6M | -28.2% | +19.6% | -47.9% | -34.4% |
| YTD | -8.0% | -3.6% | -4.4% | -8.6% |
| 1Y | -0.7% | +2.2% | -2.9% | -3.9% |
| 3Y | +118.8% | +30.1% | +88.7% | +87.2% |
| 5Y | +98.9% | +14.9% | +83.9% | +78.8% |
| 10Y | +643.6% | +334.0% | +309.6% | +280.6% |
| All | +11,453.7% | +1,843.8% | +9,609.9% | +2,648.9% |
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