+2,064.0%
GS vs SPG
+2,726.8%
-662.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | +0.9% | -2.4% | +3.3% | +2.1% |
| 30D | -1.6% | -6.8% | +5.3% | +1.8% |
| 3M | -4.5% | +2.7% | -7.2% | -6.2% |
| 6M | +20.9% | +5.5% | +15.4% | +17.2% |
| YTD | +19.9% | +15.7% | +4.2% | +10.9% |
| 1Y | +41.4% | +20.9% | +20.5% | +27.8% |
| 3Y | +239.2% | +112.4% | +126.8% | +133.8% |
| 5Y | +185.0% | +101.4% | +83.7% | +97.8% |
| 10Y | +655.0% | +60.6% | +594.3% | +399.9% |
| All | +2,064.0% | +2,726.8% | -662.7% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling