+1,724.3%
SPGI vs GM
+231.7%
+1,492.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +1.2% | -0.2% | +1.4% | +1.3% |
| 30D | +15.9% | +3.6% | +12.4% | +14.4% |
| 3M | +12.3% | -0.2% | +12.5% | +11.9% |
| 6M | +23.7% | +13.9% | +9.8% | +17.7% |
| YTD | -3.5% | +6.5% | -10.0% | -6.9% |
| 1Y | +0.4% | +20.7% | -20.2% | -6.8% |
| 3Y | +29.9% | +229.5% | -199.6% | -15.8% |
| 5Y | +15.2% | +41.5% | -26.3% | -5.0% |
| 10Y | +337.2% | +204.8% | +132.4% | +145.0% |
| All | +1,724.3% | +231.7% | +1,492.6% | +830.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling