+457.2%
GS vs SPMO
+449.2%
+8.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +1.6% | -2.6% | +4.2% | +3.9% |
| 30D | +1.7% | -14.2% | +15.9% | +16.0% |
| 3M | -11.6% | -12.7% | +1.1% | -0.8% |
| 6M | -1.9% | -9.6% | +7.7% | +5.5% |
| YTD | +5.1% | +9.3% | -4.2% | -4.8% |
| 1Y | +16.4% | +8.2% | +8.2% | +6.5% |
| 3Y | +199.0% | +119.4% | +79.6% | +45.9% |
| 5Y | +157.4% | +112.5% | +45.0% | +29.1% |
| 10Y | +457.2% | +449.2% | +8.0% | +47.3% |
| All | +457.2% | +449.2% | +8.0% | +47.3% |
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