+2.9%
SPGI vs GTLB
+6.1%
-3.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +7.2% | -9.7% | +16.9% | +9.0% |
| 30D | +23.2% | +1.7% | +21.5% | +22.5% |
| 3M | +17.0% | +43.6% | -26.5% | +8.5% |
| 6M | +20.4% | +113.0% | -92.6% | +2.7% |
| YTD | -1.9% | +39.5% | -41.4% | -12.3% |
| 1Y | +2.9% | +12.6% | -9.7% | -10.2% |
| All | +2.9% | +6.1% | -3.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling