+282.6%
SPGI vs GPN
+28.6%
+254.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.6% |
| 7D | -8.9% | -3.5% | -5.4% | -7.6% |
| 30D | +0.6% | +3.1% | -2.5% | -0.8% |
| 3M | +2.0% | +42.3% | -40.3% | -12.1% |
| 6M | +0.1% | +20.9% | -20.8% | -8.4% |
| YTD | -16.4% | +15.2% | -31.6% | -22.6% |
| 1Y | -18.9% | +5.4% | -24.4% | -22.6% |
| 3Y | +13.8% | -27.4% | +41.1% | +22.1% |
| 5Y | +0.5% | -44.2% | +44.7% | +17.3% |
| All | +282.6% | +28.6% | +254.0% | +215.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling