+174.6%
SPGI vs GH
+443.7%
-269.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +0.3% | -15.6% | +15.9% | +2.5% |
| 30D | +18.4% | -10.4% | +28.7% | +19.9% |
| 3M | +15.7% | -4.3% | +20.0% | +15.8% |
| 6M | +17.3% | +63.5% | -46.3% | +8.5% |
| YTD | -4.7% | +47.7% | -52.4% | -11.1% |
| 1Y | +1.8% | +56.7% | -54.9% | -5.9% |
| 3Y | +31.7% | +443.9% | -412.2% | -3.6% |
| 5Y | +12.1% | +36.9% | -24.8% | -6.0% |
| All | +174.6% | +443.7% | -269.0% | +89.2% |
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