+2,019.5%
SPGI vs DG
+628.1%
+1,391.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.3% |
| 7D | -0.9% | +0.7% | -1.5% | -1.0% |
| 30D | +15.5% | +7.4% | +8.1% | +13.8% |
| 3M | +15.7% | +8.5% | +7.2% | +13.6% |
| 6M | +19.1% | +21.9% | -2.8% | +14.1% |
| YTD | -4.1% | +4.9% | -9.0% | -5.7% |
| 1Y | +1.2% | +40.4% | -39.2% | -6.2% |
| 3Y | +31.6% | +23.5% | +8.1% | +20.1% |
| 5Y | +12.4% | -32.3% | +44.7% | +17.0% |
| 10Y | +334.3% | +119.3% | +215.0% | +245.3% |
| All | +2,019.5% | +628.1% | +1,391.4% | +1,227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling