+1.8%
SPGI vs GIS
-21.5%
+23.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.4% | -4.6% | +3.2% | -0.2% |
| 30D | +15.3% | +6.6% | +8.7% | +13.3% |
| 3M | +16.5% | -8.1% | +24.6% | +18.4% |
| 6M | +19.8% | +4.9% | +14.9% | +18.6% |
| YTD | -3.2% | -21.4% | +18.1% | -5.3% |
| 1Y | +1.8% | -21.6% | +23.4% | -1.0% |
| All | +1.8% | -21.5% | +23.3% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling