+13,845.6%
SPGI vs GD
+20,186.5%
-6,340.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.9% |
| 7D | +0.1% | -5.3% | +5.4% | +2.2% |
| 30D | +8.4% | -6.4% | +14.8% | +11.1% |
| 3M | +11.8% | +5.7% | +6.1% | +9.4% |
| 6M | +5.7% | -0.9% | +6.7% | +5.7% |
| YTD | -9.7% | +8.2% | -17.8% | -12.9% |
| 1Y | -12.5% | +13.4% | -25.9% | -17.1% |
| 3Y | +21.8% | +68.5% | -46.7% | -1.7% |
| 5Y | +8.2% | +97.2% | -89.0% | -18.1% |
| 10Y | +309.5% | +190.2% | +119.3% | +165.8% |
| All | +13,845.6% | +20,186.5% | -6,340.9% | +5,974.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling