+13,845.6%
SPGI vs GPC
+2,341.8%
+11,503.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.4% |
| 30D | +8.4% | +6.0% | +2.4% | +5.5% |
| 3M | +11.8% | +42.6% | -30.8% | -5.8% |
| 6M | +5.7% | +22.8% | -17.1% | -5.0% |
| YTD | -9.7% | +15.5% | -25.1% | -17.6% |
| 1Y | -12.5% | +2.0% | -14.5% | -15.5% |
| 3Y | +21.8% | -1.4% | +23.3% | +14.5% |
| 5Y | +8.2% | +30.6% | -22.4% | -12.7% |
| 10Y | +309.5% | +80.6% | +228.9% | +161.4% |
| All | +13,845.6% | +2,341.8% | +11,503.8% | +3,158.0% |
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 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