+14.4%
SPGI vs GWW
+214.5%
-200.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -0.9% | +5.3% | -6.1% | -2.7% |
| 30D | +15.5% | +12.4% | +3.1% | +10.7% |
| 3M | +15.7% | +13.7% | +1.9% | +10.3% |
| 6M | +19.1% | +18.0% | +1.1% | +11.6% |
| YTD | -4.1% | +44.6% | -48.6% | -17.9% |
| 1Y | +1.2% | +53.1% | -51.9% | -15.6% |
| 3Y | +31.6% | +90.2% | -58.6% | -2.9% |
| All | +14.4% | +214.5% | -200.1% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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