+19.0%
SPGI vs GFS
-20.2%
+39.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -2.5% | +2.6% | -5.1% | -2.6% |
| 30D | +5.4% | -16.4% | +21.8% | +6.2% |
| 3M | +9.0% | -41.6% | +50.6% | +11.3% |
| 6M | +0.8% | -3.7% | +4.5% | -3.6% |
| YTD | -12.6% | +29.3% | -41.9% | -19.9% |
| 1Y | -16.1% | +37.1% | -53.3% | -24.1% |
| 3Y | +19.0% | -22.1% | +41.1% | +13.8% |
| All | +19.0% | -20.2% | +39.2% | +13.8% |
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 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