+9.5%
SPGI vs GPC
+30.9%
-21.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | +8.4% | +6.0% | +2.4% | +6.5% |
| 3M | +11.8% | +42.6% | -30.8% | 0.0% |
| 6M | +5.7% | +22.8% | -17.1% | -1.3% |
| YTD | -9.7% | +15.5% | -25.1% | -15.1% |
| 1Y | -12.5% | +2.0% | -14.5% | -14.3% |
| 3Y | +21.8% | -1.4% | +23.3% | +17.2% |
| All | +9.5% | +30.9% | -21.4% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling