+642.6%
GS vs SPYG
+410.1%
+232.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +3.4% | +1.2% | +2.2% | +2.3% |
| 30D | +0.2% | -1.6% | +1.7% | +1.7% |
| 3M | -0.3% | +3.4% | -3.7% | -3.2% |
| 6M | +27.4% | +18.9% | +8.5% | +8.9% |
| YTD | +19.6% | +13.8% | +5.9% | +6.7% |
| 1Y | +42.5% | +20.6% | +21.9% | +20.3% |
| 3Y | +240.4% | +100.5% | +139.9% | +80.6% |
| 5Y | +188.9% | +84.6% | +104.3% | +62.7% |
| 10Y | +642.6% | +410.8% | +231.8% | +41.6% |
| All | +642.6% | +410.1% | +232.5% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling