+15.9%
GS vs SPGI
+1.8%
+14.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.0% | +4.6% |
| 7D | +0.8% | -0.9% | +1.7% | +0.9% |
| 30D | +1.2% | +15.5% | -14.3% | -0.1% |
| 3M | -12.4% | +15.7% | -28.1% | -13.5% |
| 6M | -2.3% | +19.1% | -21.4% | -4.1% |
| YTD | +4.6% | -4.1% | +8.7% | +6.5% |
| All | +15.9% | +1.8% | +14.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling