+14,784.9%
SPGI vs GPC
+2,105.4%
+12,679.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +16.1% | -1.8% | +17.9% | +16.8% |
| 3M | +15.5% | -6.6% | +22.0% | +18.8% |
| 6M | +19.6% | +21.3% | -1.7% | +8.1% |
| YTD | -3.6% | +4.3% | -7.9% | -8.0% |
| 1Y | +2.2% | +3.3% | -1.0% | -2.2% |
| 3Y | +30.1% | +0.8% | +29.4% | +20.8% |
| 5Y | +14.9% | +7.4% | +7.5% | +1.7% |
| 10Y | +334.0% | +79.2% | +254.7% | +176.2% |
| All | +14,784.9% | +2,105.4% | +12,679.5% | +3,535.0% |
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