+338.6%
SPGI vs GPC
+78.6%
+260.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.7% |
| 7D | -1.4% | -2.1% | +0.7% | -0.6% |
| 30D | +15.3% | -4.5% | +19.8% | +17.1% |
| 3M | +16.5% | -7.7% | +24.2% | +19.7% |
| 6M | +19.8% | +24.3% | -4.5% | +9.6% |
| YTD | -3.2% | +3.5% | -6.7% | -6.6% |
| 1Y | +1.8% | +0.7% | +1.0% | -0.8% |
| 3Y | +30.6% | 0.0% | +30.6% | +23.1% |
| 5Y | +16.0% | +5.8% | +10.2% | +5.4% |
| 10Y | +338.6% | +75.8% | +262.8% | +202.3% |
| All | +338.6% | +78.6% | +260.0% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling