+1,608.4%
SPGI vs GM
+238.5%
+1,370.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | +0.1% | +1.9% | -1.8% | -0.4% |
| 30D | +8.4% | -1.4% | +9.8% | +8.8% |
| 3M | +11.8% | +5.9% | +5.9% | +9.5% |
| 6M | +5.7% | +12.4% | -6.7% | +1.2% |
| YTD | -9.7% | +8.6% | -18.3% | -13.0% |
| 1Y | -12.5% | +52.6% | -65.1% | -24.5% |
| 3Y | +21.8% | +169.7% | -147.8% | -15.4% |
| 5Y | +8.2% | +87.5% | -79.4% | -18.8% |
| 10Y | +309.5% | +233.0% | +76.6% | +123.6% |
| All | +1,608.4% | +238.5% | +1,370.0% | +769.8% |
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