+22.9%
SPGI vs GIS
-32.5%
+55.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.1% |
| 7D | +0.1% | -7.8% | +8.0% | +1.8% |
| 30D | +8.4% | +6.6% | +1.8% | +6.9% |
| 3M | +11.8% | +21.0% | -9.1% | +7.9% |
| 6M | +5.7% | -9.1% | +14.8% | +6.0% |
| YTD | -9.7% | -13.6% | +3.9% | -9.1% |
| 1Y | -12.5% | -18.0% | +5.6% | -11.2% |
| All | +22.9% | -32.5% | +55.4% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling