-1.7%
SPGI vs GFS
-2.1%
+0.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -2.8% |
| 7D | -3.1% | +4.5% | -7.6% | -3.6% |
| 30D | +2.0% | -8.2% | +10.2% | +2.9% |
| 3M | +4.3% | -38.9% | +43.2% | +9.2% |
| 6M | -0.2% | -2.9% | +2.6% | -4.0% |
| YTD | -14.8% | +31.8% | -46.6% | -22.6% |
| 1Y | -18.5% | +43.1% | -61.7% | -27.5% |
| 3Y | +16.0% | -20.6% | +36.6% | +11.3% |
| All | -1.7% | -2.1% | +0.4% | -10.7% |
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