+17.3%
SPGI vs GEN
+52.9%
-35.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.2% |
| 30D | +18.4% | +33.1% | -14.7% | +11.1% |
| 3M | +15.7% | +6.5% | +9.2% | +13.8% |
| 6M | +17.3% | +53.8% | -36.5% | +12.2% |
| All | +17.3% | +52.9% | -35.7% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling