+295.5%
SPGI vs DG
+105.6%
+189.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.4% |
| 7D | -2.5% | -2.5% | 0.0% | -2.0% |
| 30D | +5.4% | +1.0% | +4.4% | +5.1% |
| 3M | +9.0% | +20.3% | -11.3% | +5.1% |
| 6M | +0.8% | -11.7% | +12.5% | +2.6% |
| YTD | -12.6% | -2.3% | -10.2% | -12.7% |
| 1Y | -16.1% | +20.0% | -36.1% | -19.8% |
| 3Y | +19.0% | +7.2% | +11.7% | +12.1% |
| 5Y | +5.1% | -37.9% | +43.0% | +14.4% |
| 10Y | +295.5% | +107.3% | +188.2% | +215.0% |
| All | +295.5% | +105.6% | +189.8% | +215.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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