+15,046.2%
SPGI vs GD
+20,595.6%
-5,549.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.6% | +5.9% | +4.3% |
| 7D | +7.2% | +3.0% | +4.2% | +6.0% |
| 30D | +23.2% | +10.5% | +12.7% | +18.6% |
| 3M | +17.0% | -5.0% | +22.0% | +19.2% |
| 6M | +20.4% | +5.5% | +14.9% | +17.8% |
| YTD | -1.9% | +10.3% | -12.2% | -6.1% |
| 1Y | +2.9% | +8.2% | -5.3% | -0.9% |
| 3Y | +36.2% | +59.0% | -22.8% | +12.6% |
| 5Y | +14.8% | +104.3% | -89.5% | -14.2% |
| 10Y | +355.1% | +202.4% | +152.6% | +190.7% |
| All | +15,046.2% | +20,595.6% | -5,549.5% | +6,443.4% |
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