-18.5%
SPGI vs GIS
-21.4%
+2.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.2% |
| 7D | -3.1% | -8.6% | +5.5% | -1.0% |
| 30D | +2.0% | -0.5% | +2.5% | +2.1% |
| 3M | +4.3% | +11.9% | -7.6% | +2.0% |
| 6M | -0.2% | -11.6% | +11.4% | -2.0% |
| YTD | -14.8% | -16.3% | +1.5% | -16.4% |
| 1Y | -18.5% | -21.8% | +3.2% | -20.4% |
| All | -18.5% | -21.4% | +2.9% | -20.4% |
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