+13,845.6%
SPGI vs GWW
+14,492.5%
-646.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +0.1% | +1.4% | -1.3% | -0.4% |
| 30D | +8.4% | +3.3% | +5.1% | +7.1% |
| 3M | +11.8% | +2.9% | +8.9% | +10.3% |
| 6M | +5.7% | +15.8% | -10.1% | -0.7% |
| YTD | -9.7% | +32.0% | -41.7% | -19.8% |
| 1Y | -12.5% | +29.9% | -42.4% | -22.0% |
| 3Y | +21.8% | +91.1% | -69.3% | -7.9% |
| 5Y | +8.2% | +223.9% | -215.8% | -34.2% |
| 10Y | +309.5% | +567.0% | -257.5% | +78.0% |
| All | +13,845.6% | +14,492.5% | -646.9% | +2,389.2% |
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