+5.1%
SPGI vs GWW
+222.6%
-217.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.5% | -2.2% |
| 7D | -2.5% | -1.5% | -0.9% | -1.9% |
| 30D | +5.4% | +1.1% | +4.3% | +5.0% |
| 3M | +9.0% | -1.0% | +10.0% | +9.2% |
| 6M | +0.8% | +16.3% | -15.5% | -5.3% |
| YTD | -12.6% | +28.5% | -41.1% | -21.7% |
| 1Y | -16.1% | +30.3% | -46.4% | -25.5% |
| 3Y | +19.0% | +91.6% | -72.6% | -13.2% |
| 5Y | +5.1% | +224.0% | -218.9% | -40.6% |
| All | +5.1% | +222.6% | -217.6% | -40.6% |
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