+14,609.4%
SPGI vs GPC
+2,071.6%
+12,537.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +0.3% | +1.6% | -1.3% | -0.4% |
| 30D | +18.4% | -2.1% | +20.5% | +19.3% |
| 3M | +15.7% | -6.8% | +22.5% | +19.1% |
| 6M | +17.3% | +18.6% | -1.3% | +7.1% |
| YTD | -4.7% | +2.7% | -7.4% | -8.5% |
| 1Y | +1.8% | +1.8% | 0.0% | -1.9% |
| 3Y | +31.7% | +1.1% | +30.6% | +22.0% |
| 5Y | +12.1% | +4.1% | +8.0% | +0.7% |
| 10Y | +341.9% | +88.2% | +253.7% | +173.9% |
| All | +14,609.4% | +2,071.6% | +12,537.8% | +3,518.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling