+14,839.3%
SPGI vs GIS
+1,363.8%
+13,475.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -1.4% | -4.6% | +3.2% | +0.1% |
| 30D | +15.3% | +6.6% | +8.7% | +12.7% |
| 3M | +16.5% | -8.1% | +24.6% | +19.4% |
| 6M | +19.8% | +4.9% | +14.9% | +17.3% |
| YTD | -3.2% | -21.4% | +18.1% | +3.4% |
| 1Y | +1.8% | -21.6% | +23.4% | +8.9% |
| 3Y | +30.6% | -39.3% | +69.9% | +49.9% |
| 5Y | +16.0% | -33.2% | +49.2% | +26.8% |
| 10Y | +338.6% | -17.3% | +355.9% | +330.9% |
| All | +14,839.3% | +1,363.8% | +13,475.4% | +6,650.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling