+11.2%
SPGI vs GFS
-13.3%
+24.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | +1.6% | -5.3% | +6.9% | +2.0% |
| 30D | +16.1% | -15.8% | +31.9% | +17.8% |
| 3M | +15.5% | -18.6% | +34.1% | +17.3% |
| 6M | +19.6% | -45.0% | +64.6% | +25.0% |
| YTD | -3.6% | +16.8% | -20.4% | -11.8% |
| 1Y | +2.2% | +17.8% | -15.6% | -6.8% |
| 3Y | +30.1% | -21.5% | +51.6% | +23.3% |
| 5Y | +14.9% | -29.3% | +44.3% | +6.8% |
| All | +11.2% | -13.3% | +24.4% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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