+13,399.1%
SPGI vs GFI
+685.3%
+12,713.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.2% |
| 7D | -2.5% | +5.7% | -8.1% | -2.7% |
| 30D | +5.4% | +15.6% | -10.2% | +4.8% |
| 3M | +9.0% | +31.5% | -22.5% | +7.7% |
| 6M | +0.8% | -3.7% | +4.5% | +0.6% |
| YTD | -12.6% | +11.2% | -23.8% | -13.5% |
| 1Y | -16.1% | +36.4% | -52.5% | -17.9% |
| 3Y | +19.0% | +313.5% | -294.5% | +10.0% |
| 5Y | +5.1% | +528.0% | -522.9% | -5.5% |
| 10Y | +295.5% | +1,021.4% | -726.0% | +240.3% |
| All | +13,399.1% | +685.3% | +12,713.9% | +11,319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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