+295.5%
SPGI vs GEN
+150.2%
+145.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.5% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +5.4% | +2.6% | +2.8% | +4.6% |
| 3M | +9.0% | +15.8% | -6.7% | +4.8% |
| 6M | +0.8% | +33.1% | -32.4% | -7.1% |
| YTD | -12.6% | +11.3% | -23.9% | -15.7% |
| 1Y | -16.1% | +1.7% | -17.8% | -17.3% |
| 3Y | +19.0% | +58.1% | -39.2% | +3.3% |
| 5Y | +5.1% | +20.6% | -15.6% | -4.4% |
| 10Y | +295.5% | +149.0% | +146.5% | +181.2% |
| All | +295.5% | +150.2% | +145.3% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 10y: compounded portfolio wealth divided by compounded GEN 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…
10y analysis · Full analysis span regression · 6 months rolling