+31.6%
SPGI vs GFS
-23.4%
+55.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.2% | +0.6% |
| 7D | -0.9% | -3.1% | +2.3% | -0.8% |
| 30D | +15.5% | -16.0% | +31.5% | +15.9% |
| 3M | +15.7% | -24.7% | +40.4% | +16.5% |
| 6M | +19.1% | -45.1% | +64.2% | +20.3% |
| YTD | -4.1% | +16.5% | -20.5% | -11.7% |
| 1Y | +1.2% | +19.3% | -18.1% | -7.4% |
| 3Y | +31.6% | -20.0% | +51.5% | +22.4% |
| All | +31.6% | -23.4% | +55.0% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling