+186.8%
GS vs SPGI
+33.8%
+153.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.4% | -5.6% |
| 7D | -6.3% | +2.6% | -8.9% | -7.2% |
| 30D | -3.1% | +19.3% | -22.4% | -9.6% |
| 3M | -17.7% | +15.5% | -33.1% | -22.4% |
| 6M | -4.6% | +18.3% | -22.9% | -11.9% |
| YTD | +0.3% | -3.8% | +4.1% | +2.9% |
| 1Y | +11.7% | +1.3% | +10.4% | +10.3% |
| All | +186.8% | +33.8% | +153.0% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling