+31.6%
SPGI vs DG
+21.7%
+9.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.5% |
| 7D | -0.9% | +0.7% | -1.5% | -0.9% |
| 30D | +15.5% | +7.4% | +8.1% | +14.9% |
| 3M | +15.7% | +8.5% | +7.2% | +14.9% |
| 6M | +19.1% | +21.9% | -2.8% | +17.4% |
| YTD | -4.1% | +4.9% | -9.0% | -4.9% |
| 1Y | +1.2% | +40.4% | -39.2% | -0.2% |
| 3Y | +31.6% | +23.5% | +8.1% | +28.3% |
| All | +31.6% | +21.7% | +9.9% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling