+145.6%
SPGI vs GH
+486.6%
-341.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +2.0% | -2.6% | +4.7% | +2.3% |
| 3M | +4.3% | +25.1% | -20.8% | +0.8% |
| 6M | -0.2% | +78.5% | -78.7% | -8.7% |
| YTD | -14.8% | +59.4% | -74.2% | -21.0% |
| 1Y | -18.5% | +173.9% | -192.4% | -30.4% |
| 3Y | +16.0% | +382.7% | -366.8% | -13.2% |
| 5Y | +2.2% | +24.4% | -22.2% | -13.0% |
| All | +145.6% | +486.6% | -341.0% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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