+139.3%
GS vs SPMO
+101.1%
+38.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.8% |
| 7D | -3.2% | -8.7% | +5.5% | +4.8% |
| 30D | -2.4% | -18.7% | +16.3% | +17.1% |
| 3M | -15.7% | -16.4% | +0.7% | -1.5% |
| 6M | -6.8% | -11.9% | +5.1% | +2.2% |
| YTD | -0.1% | +4.9% | -4.9% | -7.4% |
| 1Y | +12.1% | +6.2% | +5.9% | +2.7% |
| 3Y | +185.8% | +115.1% | +70.7% | +33.8% |
| All | +139.3% | +101.1% | +38.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling