+282.6%
SPGI vs GIS
-19.3%
+301.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.0% | +1.1% | -1.1% |
| 7D | -8.9% | -8.4% | -0.5% | -6.7% |
| 30D | +0.6% | -5.2% | +5.8% | +2.0% |
| 3M | +2.0% | +8.2% | -6.2% | -0.3% |
| 6M | +0.1% | -12.0% | +12.1% | +3.1% |
| YTD | -16.4% | -18.9% | +2.5% | -12.5% |
| 1Y | -18.9% | -23.6% | +4.7% | -13.8% |
| 3Y | +13.8% | -37.6% | +51.4% | +26.4% |
| 5Y | +0.5% | -25.2% | +25.7% | +3.4% |
| All | +282.6% | -19.3% | +301.9% | +307.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling