+14,631.7%
SPGI vs GWW
+16,483.6%
-1,851.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | -0.8% | +3.7% | -4.5% | -2.2% |
| 30D | +14.3% | +13.6% | +0.7% | +8.8% |
| 3M | +14.5% | +15.4% | -0.9% | +8.3% |
| 6M | +17.3% | +21.8% | -4.5% | +8.3% |
| YTD | -4.6% | +50.0% | -54.6% | -19.4% |
| 1Y | +0.8% | +60.2% | -59.5% | -17.2% |
| 3Y | +28.8% | +94.4% | -65.6% | -3.2% |
| 5Y | +14.0% | +221.8% | -207.9% | -30.5% |
| 10Y | +332.5% | +665.8% | -333.3% | +78.5% |
| All | +14,631.7% | +16,483.6% | -1,851.9% | +2,401.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling