+13,845.6%
SPGI vs GIS
+1,507.8%
+12,337.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -0.8% |
| 7D | +0.1% | -7.8% | +8.0% | +2.8% |
| 30D | +8.4% | +6.6% | +1.8% | +6.0% |
| 3M | +11.8% | +21.0% | -9.1% | +4.7% |
| 6M | +5.7% | -9.1% | +14.8% | +8.6% |
| YTD | -9.7% | -13.6% | +3.9% | -6.2% |
| 1Y | -12.5% | -18.0% | +5.6% | -7.6% |
| 3Y | +21.8% | -33.7% | +55.5% | +36.1% |
| 5Y | +8.2% | -19.4% | +27.6% | +10.9% |
| 10Y | +309.5% | -21.3% | +330.8% | +311.4% |
| All | +13,845.6% | +1,507.8% | +12,337.8% | +6,023.9% |
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