+31.7%
SPGI vs GD
+54.3%
-22.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.7% |
| 7D | +0.3% | -5.0% | +5.2% | +2.1% |
| 30D | +18.4% | +8.9% | +9.5% | +14.6% |
| 3M | +15.7% | -8.0% | +23.7% | +19.1% |
| 6M | +17.3% | +2.9% | +14.4% | +15.8% |
| YTD | -4.7% | +7.1% | -11.8% | -7.6% |
| 1Y | +1.8% | +5.9% | -4.1% | -0.9% |
| 3Y | +31.7% | +53.9% | -22.2% | +9.0% |
| All | +31.7% | +54.3% | -22.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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