+486.7%
GS vs SPG
+109.7%
+377.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.7% |
| 7D | -3.2% | +4.9% | -8.1% | -5.1% |
| 30D | -2.4% | +15.6% | -18.0% | -8.1% |
| 3M | -15.7% | +4.1% | -19.8% | -17.2% |
| 6M | -6.8% | +13.6% | -20.3% | -12.1% |
| YTD | -0.1% | +27.5% | -27.6% | -10.4% |
| 1Y | +12.1% | +32.2% | -20.1% | -1.0% |
| 3Y | +185.8% | +126.0% | +59.8% | +102.7% |
| 5Y | +140.1% | +74.7% | +65.3% | +85.0% |
| All | +486.7% | +109.7% | +377.0% | +270.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling