+177.9%
SPGI vs GH
+459.8%
-281.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.8% |
| 7D | +1.6% | -11.2% | +12.8% | +3.1% |
| 30D | +16.1% | -7.2% | +23.3% | +17.0% |
| 3M | +15.5% | -7.1% | +22.5% | +16.0% |
| 6M | +19.6% | +62.3% | -42.7% | +10.8% |
| YTD | -3.6% | +52.1% | -55.7% | -10.4% |
| 1Y | +2.2% | +58.6% | -56.4% | -5.7% |
| 3Y | +30.1% | +619.9% | -589.8% | -8.7% |
| 5Y | +14.9% | +49.7% | -34.8% | -4.9% |
| All | +177.9% | +459.8% | -281.9% | +90.7% |
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