+16.4%
GS vs SPMO
+9.0%
+7.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | +1.6% | -2.6% | +4.2% | +3.6% |
| 30D | +1.7% | -14.2% | +15.9% | +13.9% |
| 3M | -11.6% | -12.7% | +1.1% | -2.4% |
| 6M | -1.9% | -9.6% | +7.7% | +2.4% |
| YTD | +5.1% | +9.3% | -4.2% | -10.0% |
| 1Y | +16.4% | +8.2% | +8.2% | +1.3% |
| All | +16.4% | +9.0% | +7.4% | +1.3% |
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 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