+1,833.6%
GS vs SPGI
+2,799.4%
-965.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +1.7% |
| 7D | +0.3% | +7.2% | -6.9% | -3.6% |
| 30D | +3.9% | +23.2% | -19.4% | -7.8% |
| 3M | -11.4% | +17.0% | -28.5% | -19.4% |
| 6M | +3.7% | +20.4% | -16.7% | -8.4% |
| YTD | +7.1% | -1.9% | +9.0% | +4.7% |
| 1Y | +19.7% | +2.9% | +16.8% | +13.6% |
| 3Y | +202.8% | +36.2% | +166.6% | +143.8% |
| 5Y | +156.7% | +14.8% | +141.9% | +122.8% |
| 10Y | +548.7% | +355.1% | +193.6% | +148.4% |
| All | +1,833.6% | +2,799.4% | -965.9% | +133.5% |
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