+0.5%
SPGI vs GPN
-46.4%
+46.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.4% |
| 7D | -8.9% | -3.5% | -5.4% | -7.9% |
| 30D | +0.6% | +3.1% | -2.5% | -0.4% |
| 3M | +2.0% | +42.3% | -40.3% | -8.7% |
| 6M | +0.1% | +20.9% | -20.8% | -6.3% |
| YTD | -16.4% | +15.2% | -31.6% | -20.9% |
| 1Y | -18.9% | +5.4% | -24.4% | -21.5% |
| 3Y | +13.8% | -27.4% | +41.1% | +20.4% |
| 5Y | +0.5% | -44.2% | +44.7% | +8.0% |
| All | +0.5% | -46.4% | +46.9% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling