-12.5%
SPGI vs GM
+52.7%
-65.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | +8.4% | -1.6% | +10.0% | +8.5% |
| 3M | +11.8% | +5.7% | +6.2% | +11.3% |
| 6M | +5.7% | +12.2% | -6.5% | +4.1% |
| YTD | -9.7% | +8.4% | -18.1% | -10.9% |
| 1Y | -12.5% | +52.3% | -64.8% | -17.4% |
| All | -12.5% | +52.7% | -65.2% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling