+7.2%
SPGI vs GTLB
-50.0%
+57.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.5% |
| 7D | -2.5% | +4.6% | -7.0% | -3.1% |
| 30D | +5.4% | +21.0% | -15.6% | +2.8% |
| 3M | +9.0% | +51.7% | -42.7% | +3.2% |
| 6M | +0.8% | +89.3% | -88.5% | -7.7% |
| YTD | -12.6% | +25.6% | -38.2% | -16.2% |
| 1Y | -16.1% | -1.5% | -14.6% | -17.8% |
| 3Y | +19.0% | -9.9% | +28.9% | +13.8% |
| All | +7.2% | -50.0% | +57.1% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling