+14,609.4%
SPGI vs GEN
+8,588.0%
+6,021.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | -0.6% |
| 7D | +0.3% | +2.3% | -2.0% | 0.0% |
| 30D | +18.4% | +33.1% | -14.7% | +13.7% |
| 3M | +15.7% | +6.5% | +9.2% | +14.3% |
| 6M | +17.3% | +53.8% | -36.5% | +10.0% |
| YTD | -4.7% | +11.2% | -16.0% | -6.8% |
| 1Y | +1.8% | +19.4% | -17.6% | -1.3% |
| 3Y | +31.7% | +81.0% | -49.3% | +20.1% |
| 5Y | +12.1% | +33.4% | -21.4% | +5.5% |
| 10Y | +341.9% | +164.3% | +177.7% | +273.1% |
| All | +14,609.4% | +8,588.0% | +6,021.4% | +7,958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling