+14.0%
SPGI vs GPC
+4.8%
+9.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | -0.8% | -1.3% | +0.5% | -0.4% |
| 30D | +14.3% | -6.0% | +20.3% | +16.3% |
| 3M | +14.5% | -7.6% | +22.1% | +17.1% |
| 6M | +17.3% | +24.2% | -6.9% | +9.1% |
| YTD | -4.6% | +2.7% | -7.3% | -7.2% |
| 1Y | +0.8% | +0.2% | +0.6% | -1.3% |
| 3Y | +28.8% | -0.8% | +29.5% | +21.1% |
| 5Y | +14.0% | +4.4% | +9.5% | +1.0% |
| All | +14.0% | +4.8% | +9.1% | +1.0% |
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