+2.2%
SPGI vs GM
+78.5%
-76.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.0% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | +2.0% | -4.6% | +6.6% | +3.1% |
| 3M | +4.3% | +0.2% | +4.1% | +4.0% |
| 6M | -0.2% | +12.6% | -12.9% | -3.5% |
| YTD | -14.8% | +3.7% | -18.5% | -16.2% |
| 1Y | -18.5% | +45.6% | -64.2% | -26.6% |
| 3Y | +16.0% | +162.0% | -146.0% | -13.3% |
| 5Y | +2.2% | +80.5% | -78.3% | -20.2% |
| All | +2.2% | +78.5% | -76.3% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling