+0.4%
SPGI vs GH
+56.7%
-56.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.3% |
| 7D | +1.2% | +0.6% | +0.7% | +1.2% |
| 30D | +15.9% | -6.9% | +22.8% | +16.4% |
| 3M | +12.3% | -4.9% | +17.2% | +12.0% |
| 6M | +23.7% | +54.1% | -30.4% | +14.4% |
| YTD | -3.5% | +48.5% | -52.1% | -10.7% |
| 1Y | +0.4% | +61.2% | -60.7% | -6.6% |
| All | +0.4% | +56.7% | -56.3% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling