+30.1%
SPGI vs GPC
+1.3%
+28.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +1.6% | +0.4% | +1.2% | +1.5% |
| 30D | +16.1% | -1.8% | +17.9% | +16.4% |
| 3M | +15.5% | -6.6% | +22.0% | +17.0% |
| 6M | +19.6% | +21.3% | -1.7% | +14.8% |
| YTD | -3.6% | +4.3% | -7.9% | -5.9% |
| 1Y | +2.2% | +3.3% | -1.0% | -0.1% |
| 3Y | +30.1% | +0.8% | +29.4% | +21.1% |
| All | +30.1% | +1.3% | +28.8% | +21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling