+0.8%
SPGI vs GGLL
-15.1%
+15.8%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.6% |
| 7D | -0.8% | +11.5% | -12.3% | -1.4% |
| 30D | +14.3% | -31.2% | +45.5% | +16.5% |
| 3M | +14.5% | -28.7% | +43.2% | +16.3% |
| 6M | +17.3% | -47.2% | +64.5% | +21.2% |
| YTD | -4.6% | -24.3% | +19.7% | -3.6% |
| 1Y | +0.8% | -12.0% | +12.8% | +2.3% |
| All | +0.8% | -15.1% | +15.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling