+28.5%
SPGI vs GM
+232.5%
-204.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.9% |
| 7D | -0.8% | -3.4% | +2.6% | -0.3% |
| 30D | +14.3% | +2.7% | +11.6% | +13.7% |
| 3M | +14.5% | -0.4% | +14.9% | +14.4% |
| 6M | +17.3% | +13.3% | +4.0% | +14.5% |
| YTD | -4.6% | +6.8% | -11.3% | -6.2% |
| 1Y | +0.8% | +21.1% | -20.3% | -3.2% |
| All | +28.5% | +232.5% | -204.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling