+2,297.4%
SPGI vs GPN
+2,611.5%
-314.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.9% |
| 7D | +0.1% | +0.8% | -0.6% | -0.2% |
| 30D | +8.4% | +5.8% | +2.6% | +6.1% |
| 3M | +11.8% | +37.0% | -25.2% | -0.7% |
| 6M | +5.7% | +20.1% | -14.4% | -2.1% |
| YTD | -9.7% | +20.4% | -30.1% | -17.0% |
| 1Y | -12.5% | +7.4% | -19.9% | -16.5% |
| 3Y | +21.8% | -26.1% | +47.9% | +28.4% |
| 5Y | +8.2% | -38.5% | +46.7% | +17.7% |
| 10Y | +309.5% | +28.4% | +281.1% | +238.7% |
| All | +2,297.4% | +2,611.5% | -314.1% | +968.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling