+338.6%
SPGI vs GEN
+156.5%
+182.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | -0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | +15.3% | +31.2% | -16.0% | +7.1% |
| 3M | +16.5% | +6.1% | +10.4% | +13.9% |
| 6M | +19.8% | +38.1% | -18.3% | +9.1% |
| YTD | -3.2% | +14.4% | -17.6% | -8.0% |
| 1Y | +1.8% | +15.1% | -13.4% | -3.4% |
| 3Y | +30.6% | +68.5% | -37.9% | +11.0% |
| 5Y | +16.0% | +35.8% | -19.8% | +1.9% |
| 10Y | +338.6% | +155.4% | +183.2% | +202.0% |
| All | +338.6% | +156.5% | +182.0% | +202.0% |
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