+991.7%
GS vs SPYG
+513.6%
+478.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.3% |
| 7D | -3.2% | -3.6% | +0.4% | +0.6% |
| 30D | -2.4% | -11.2% | +8.8% | +10.1% |
| 3M | -15.7% | -8.1% | -7.7% | -8.2% |
| 6M | -6.8% | -3.3% | -3.5% | -3.3% |
| YTD | -0.1% | +5.5% | -5.6% | -5.1% |
| 1Y | +12.1% | +7.0% | +5.1% | +4.9% |
| 3Y | +185.8% | +89.5% | +96.3% | +47.2% |
| 5Y | +140.1% | +63.3% | +76.8% | +40.0% |
| 10Y | +505.2% | +395.1% | +110.1% | +5.7% |
| All | +991.7% | +513.6% | +478.1% | +25.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling