+244.9%
GS vs SPYG
+103.0%
+141.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +0.9% | +0.4% | +0.6% | +0.6% |
| 30D | -1.6% | -0.4% | -1.1% | -1.1% |
| 3M | -4.5% | +0.5% | -5.0% | -4.9% |
| 6M | +20.9% | +17.5% | +3.4% | +4.4% |
| YTD | +19.9% | +14.3% | +5.5% | +6.2% |
| 1Y | +41.4% | +21.7% | +19.7% | +18.2% |
| All | +244.9% | +103.0% | +141.9% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling