+334.3%
SPGI vs GPC
+93.7%
+240.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.2% |
| 7D | -0.9% | +0.8% | -1.7% | -1.2% |
| 30D | +15.5% | -1.1% | +16.6% | +15.8% |
| 3M | +15.7% | -6.6% | +22.3% | +18.4% |
| 6M | +19.1% | +22.2% | -3.2% | +9.6% |
| YTD | -4.1% | +5.1% | -9.1% | -7.9% |
| 1Y | +1.2% | +2.8% | -1.6% | -2.1% |
| 3Y | +31.6% | +2.4% | +29.2% | +22.9% |
| 5Y | +12.4% | +7.8% | +4.7% | +1.4% |
| 10Y | +334.3% | +87.2% | +247.0% | +195.4% |
| All | +334.3% | +93.7% | +240.6% | +195.4% |
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