+5.1%
SPGI vs GH
+22.3%
-17.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -2.5% | -2.1% | -0.4% | -2.2% |
| 30D | +5.4% | -4.5% | +9.9% | +5.9% |
| 3M | +9.0% | +28.9% | -19.9% | +5.2% |
| 6M | +0.8% | +76.5% | -75.7% | -7.1% |
| YTD | -12.6% | +57.6% | -70.2% | -18.4% |
| 1Y | -16.1% | +167.5% | -183.7% | -27.4% |
| 3Y | +19.0% | +377.4% | -358.4% | -8.9% |
| 5Y | +5.1% | +23.8% | -18.8% | -14.7% |
| All | +5.1% | +22.3% | -17.2% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling