+2,064.0%
GS vs SPGI
+2,569.6%
-505.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +0.9% |
| 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% | -11.6% |
| 6M | +20.9% | +5.7% | +15.2% | +15.0% |
| YTD | +19.9% | -9.7% | +29.6% | +23.1% |
| 1Y | +41.4% | -12.5% | +53.9% | +47.0% |
| 3Y | +239.2% | +21.8% | +217.3% | +191.5% |
| 5Y | +185.0% | +8.2% | +176.9% | +155.9% |
| 10Y | +655.0% | +309.5% | +345.4% | +207.5% |
| All | +2,064.0% | +2,569.6% | -505.6% | +174.6% |
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