+338.6%
SPGI vs CG
+299.0%
+39.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.9% |
| 7D | -1.4% | -3.8% | +2.4% | -0.1% |
| 30D | +15.3% | +7.5% | +7.8% | +12.0% |
| 3M | +16.5% | -14.4% | +30.9% | +22.7% |
| 6M | +19.8% | -15.7% | +35.5% | +26.3% |
| YTD | -3.2% | -29.0% | +25.7% | +8.0% |
| 1Y | +1.8% | -22.1% | +23.9% | +9.6% |
| 3Y | +30.6% | +49.1% | -18.6% | +1.9% |
| 5Y | +16.0% | -18.4% | +34.4% | +11.0% |
| 10Y | +338.6% | +295.1% | +43.5% | +133.5% |
| All | +338.6% | +299.0% | +39.6% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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