+4.4%
SPGI vs GTLB
-50.8%
+55.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.8% | -2.3% |
| 7D | -3.1% | -6.6% | +3.5% | -2.3% |
| 30D | +2.0% | +13.7% | -11.7% | +0.2% |
| 3M | +4.3% | +52.9% | -48.6% | -1.4% |
| 6M | -0.2% | +88.5% | -88.7% | -8.5% |
| YTD | -14.8% | +23.4% | -38.2% | -18.1% |
| 1Y | -18.5% | -3.8% | -14.7% | -19.9% |
| 3Y | +16.0% | -11.5% | +27.5% | +11.1% |
| All | +4.4% | -50.8% | +55.3% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling