+5.1%
SPGI vs GIS
-21.0%
+26.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.9% |
| 7D | -2.5% | -8.3% | +5.8% | -0.9% |
| 30D | +5.4% | +2.2% | +3.2% | +4.9% |
| 3M | +9.0% | +15.7% | -6.7% | +6.2% |
| 6M | +0.8% | -12.0% | +12.7% | +2.1% |
| YTD | -12.6% | -15.0% | +2.4% | -11.3% |
| 1Y | -16.1% | -20.1% | +4.0% | -14.0% |
| 3Y | +19.0% | -34.6% | +53.6% | +25.2% |
| 5Y | +5.1% | -22.8% | +27.9% | +7.2% |
| All | +5.1% | -21.0% | +26.1% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling