+16.9%
SPGI vs GTLB
-49.8%
+66.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -0.8% | -3.5% | +2.7% | -0.4% |
| 30D | +14.3% | -9.0% | +23.3% | +15.4% |
| 3M | +14.5% | +15.9% | -1.4% | +12.0% |
| 6M | +17.3% | +104.9% | -87.6% | +6.6% |
| YTD | -4.6% | +26.0% | -30.6% | -8.7% |
| 1Y | +0.8% | +1.8% | -1.0% | -1.5% |
| 3Y | +28.8% | +6.0% | +22.8% | +20.7% |
| 5Y | +14.0% | -62.2% | +76.1% | +3.6% |
| All | +16.9% | -49.8% | +66.8% | +6.5% |
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