+282.9%
SPGI vs GM
+240.0%
+42.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -7.4% | -2.4% | -5.0% | -6.8% |
| 30D | +0.4% | -1.1% | +1.5% | +0.7% |
| 3M | +5.3% | +6.1% | -0.9% | +3.2% |
| 6M | +1.7% | +15.0% | -13.3% | -3.1% |
| YTD | -16.4% | +6.0% | -22.3% | -18.7% |
| 1Y | -20.5% | +47.1% | -67.6% | -30.3% |
| 3Y | +14.2% | +170.5% | -156.3% | -20.0% |
| 5Y | +0.6% | +80.5% | -79.9% | -23.0% |
| All | +282.9% | +240.0% | +42.8% | +109.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling