+17.3%
SPGI vs GM
+14.9%
+2.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -1.0% |
| 7D | -0.8% | -3.4% | +2.6% | -0.4% |
| 30D | +14.3% | +2.7% | +11.6% | +14.3% |
| 3M | +14.5% | -0.4% | +14.9% | +14.8% |
| 6M | +17.3% | +13.3% | +4.0% | +18.4% |
| All | +17.3% | +14.9% | +2.4% | +18.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling