+0.8%
SPGI vs DGX
+66.8%
-66.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.4% |
| 7D | -7.4% | -0.9% | -6.5% | -7.2% |
| 30D | +0.4% | -1.2% | +1.5% | +0.6% |
| 3M | +5.3% | +15.8% | -10.5% | +1.0% |
| 6M | +1.7% | +18.2% | -16.5% | -3.1% |
| YTD | -16.4% | +37.2% | -53.6% | -24.3% |
| 1Y | -20.5% | +30.4% | -50.8% | -27.0% |
| 3Y | +14.2% | +96.7% | -82.5% | -11.0% |
| All | +0.8% | +66.8% | -66.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 5y: compounded portfolio wealth divided by compounded DGX 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…
5y analysis · Full analysis span regression · 6 months rolling