+619.9%
GS vs SPMO
+572.4%
+47.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -1.3% |
| 7D | +0.9% | +2.0% | -1.1% | -0.8% |
| 30D | -1.6% | -0.4% | -1.2% | -1.3% |
| 3M | -4.5% | -1.9% | -2.6% | -3.8% |
| 6M | +20.9% | +25.0% | -4.2% | -2.1% |
| YTD | +19.9% | +26.0% | -6.1% | -3.4% |
| 1Y | +41.4% | +28.7% | +12.7% | +11.8% |
| 3Y | +239.2% | +160.9% | +78.2% | +45.5% |
| 5Y | +185.0% | +147.9% | +37.1% | +27.7% |
| 10Y | +655.0% | +518.9% | +136.0% | +73.5% |
| All | +619.9% | +572.4% | +47.5% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling