+22.0%
SPGI vs DG
+12.2%
+9.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.7% |
| 7D | +0.1% | +8.4% | -8.3% | -0.4% |
| 30D | +8.4% | +4.9% | +3.5% | +8.0% |
| 3M | +11.8% | +29.3% | -17.5% | +10.1% |
| 6M | +5.7% | -11.3% | +17.0% | +5.5% |
| YTD | -9.7% | +1.8% | -11.4% | -10.2% |
| 1Y | -12.5% | +25.3% | -37.8% | -13.4% |
| All | +22.0% | +12.2% | +9.8% | +22.0% |
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 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