+155.6%
GS vs SPYG
+67.3%
+88.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +1.1% |
| 7D | +5.9% | +2.3% | +3.5% | +3.9% |
| 30D | +4.3% | -6.5% | +10.8% | +10.4% |
| 3M | -11.7% | -6.8% | -4.8% | -6.2% |
| 6M | -3.2% | -3.1% | 0.0% | -0.2% |
| YTD | +5.8% | +8.0% | -2.2% | -0.1% |
| 1Y | +16.0% | +10.2% | +5.8% | +7.8% |
| 3Y | +199.8% | +91.0% | +108.8% | +85.3% |
| All | +155.6% | +67.3% | +88.3% | +65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling