+41.4%
GS vs SPMO
+29.9%
+11.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.1% |
| 7D | +0.9% | +2.0% | -1.1% | -0.6% |
| 30D | -1.6% | -0.4% | -1.2% | -1.4% |
| 3M | -4.5% | -1.9% | -2.6% | -4.4% |
| 6M | +20.9% | +25.0% | -4.2% | -5.2% |
| YTD | +19.9% | +26.0% | -6.1% | -6.7% |
| 1Y | +41.4% | +28.7% | +12.7% | +4.8% |
| All | +41.4% | +29.9% | +11.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 1y: compounded portfolio wealth divided by compounded SPMO 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…
1y analysis · Full analysis span regression · 6 months rolling