+1,710.5%
GS vs SPG
+2,990.5%
-1,280.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.9% | -5.5% | -6.0% |
| 7D | -6.3% | +5.0% | -11.4% | -8.5% |
| 30D | -3.1% | +12.3% | -15.4% | -8.4% |
| 3M | -17.7% | +1.9% | -19.5% | -18.5% |
| 6M | -4.6% | +14.4% | -19.0% | -11.1% |
| YTD | +0.3% | +26.5% | -26.2% | -11.2% |
| 1Y | +11.7% | +30.7% | -19.0% | -2.6% |
| 3Y | +183.6% | +122.6% | +61.0% | +91.0% |
| 5Y | +141.0% | +73.3% | +67.6% | +79.6% |
| 10Y | +507.4% | +111.1% | +396.3% | +251.2% |
| All | +1,710.5% | +2,990.5% | -1,280.0% | +186.9% |
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