+13,507.3%
GOOGL vs SPGI
+1,721.2%
+11,786.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.4% |
| 7D | -2.3% | +0.1% | -2.4% | -2.4% |
| 30D | -6.6% | +8.4% | -15.0% | -9.9% |
| 3M | -8.9% | +11.8% | -20.8% | -13.8% |
| 6M | +11.9% | +5.7% | +6.2% | +8.1% |
| YTD | +8.3% | -9.7% | +18.0% | +11.2% |
| 1Y | +46.2% | -12.5% | +58.7% | +51.4% |
| 3Y | +151.9% | +21.8% | +130.0% | +122.3% |
| 5Y | +137.7% | +8.2% | +129.5% | +120.2% |
| 10Y | +757.6% | +309.5% | +448.0% | +351.9% |
| All | +13,507.3% | +1,721.2% | +11,786.1% | +3,244.1% |
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 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