+642.6%
GS vs SPMO
+517.5%
+125.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | +3.4% | +3.4% | 0.0% | +0.4% |
| 30D | +0.2% | +0.5% | -0.3% | -0.3% |
| 3M | -0.3% | +1.9% | -2.2% | -2.9% |
| 6M | +27.4% | +27.8% | -0.4% | +0.7% |
| YTD | +19.6% | +26.7% | -7.0% | -4.4% |
| 1Y | +42.5% | +28.9% | +13.6% | +12.0% |
| 3Y | +240.4% | +160.7% | +79.8% | +43.6% |
| 5Y | +188.9% | +150.2% | +38.7% | +26.4% |
| 10Y | +642.6% | +517.5% | +125.0% | +64.3% |
| All | +642.6% | +517.5% | +125.0% | +64.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling