+14,784.9%
SPGI vs GIS
+1,380.5%
+13,404.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.6% | +1.5% | +0.1% | +1.0% |
| 30D | +16.1% | +9.2% | +6.9% | +12.6% |
| 3M | +15.5% | -5.4% | +20.8% | +17.2% |
| 6M | +19.6% | +3.4% | +16.2% | +17.7% |
| YTD | -3.6% | -20.5% | +16.9% | +2.7% |
| 1Y | +2.2% | -20.0% | +22.2% | +8.6% |
| 3Y | +30.1% | -38.6% | +68.7% | +48.8% |
| 5Y | +14.9% | -33.1% | +48.0% | +25.5% |
| 10Y | +334.0% | -16.4% | +350.4% | +324.8% |
| All | +14,784.9% | +1,380.5% | +13,404.4% | +6,601.2% |
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 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