+343.3%
SPGI vs GIS
-16.9%
+360.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.4% |
| 7D | +1.2% | -3.4% | +4.6% | +2.2% |
| 30D | +15.9% | +6.9% | +9.0% | +13.7% |
| 3M | +12.3% | -10.1% | +22.4% | +15.2% |
| 6M | +23.7% | +5.9% | +17.8% | +21.3% |
| YTD | -3.5% | -21.1% | +17.6% | +1.5% |
| 1Y | +0.4% | -22.5% | +22.9% | +6.2% |
| 3Y | +29.9% | -39.0% | +68.9% | +44.9% |
| 5Y | +15.2% | -33.3% | +48.5% | +22.8% |
| All | +343.3% | -16.9% | +360.2% | +329.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling