+160.4%
SPGI vs GH
+481.7%
-321.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +8.4% | -1.1% | +9.5% | +8.4% |
| 3M | +11.8% | +21.3% | -9.5% | +8.4% |
| 6M | +5.7% | +73.5% | -67.8% | -2.9% |
| YTD | -9.7% | +58.0% | -67.7% | -16.2% |
| 1Y | -12.5% | +163.1% | -175.5% | -24.8% |
| 3Y | +21.8% | +361.0% | -339.2% | -8.2% |
| 5Y | +8.2% | +22.5% | -14.4% | -7.7% |
| All | +160.4% | +481.7% | -321.3% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling