+654.3%
GS vs SPGI
+308.9%
+345.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +1.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | +8.4% | -10.0% | -6.2% |
| 3M | -4.5% | +11.8% | -16.3% | -11.7% |
| 6M | +20.9% | +5.7% | +15.2% | +15.0% |
| YTD | +19.9% | -9.7% | +29.6% | +23.7% |
| 1Y | +41.4% | -12.5% | +53.9% | +48.0% |
| 3Y | +239.2% | +21.8% | +217.3% | +188.5% |
| 5Y | +185.0% | +8.2% | +176.9% | +154.5% |
| All | +654.3% | +308.9% | +345.4% | +205.3% |
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