+13.2%
SPGI vs GD
+97.4%
-84.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -0.9% |
| 7D | +2.6% | -3.9% | +6.5% | +4.2% |
| 30D | +19.3% | +8.1% | +11.2% | +15.3% |
| 3M | +15.5% | -6.8% | +22.2% | +18.7% |
| 6M | +18.3% | +3.0% | +15.3% | +16.5% |
| YTD | -3.8% | +7.8% | -11.6% | -7.5% |
| 1Y | +1.3% | +5.8% | -4.5% | -1.9% |
| 3Y | +33.6% | +55.3% | -21.7% | +6.6% |
| 5Y | +13.2% | +96.7% | -83.5% | -21.3% |
| All | +13.2% | +97.4% | -84.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling