+20.4%
SPGI vs GD
+7.0%
+13.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +5.9% | +4.5% |
| 7D | +7.2% | +3.0% | +4.2% | +5.5% |
| 30D | +23.2% | +10.5% | +12.7% | +17.1% |
| 3M | +17.0% | -5.0% | +22.0% | +18.7% |
| 6M | +20.4% | +5.5% | +14.9% | +18.5% |
| All | +20.4% | +7.0% | +13.4% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling