+1,209.6%
GS vs SPYG
+564.9%
+644.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.7% |
| YTD | +19.9% | +14.3% | +5.5% | +4.8% |
| 1Y | +41.4% | +21.7% | +19.7% | +15.8% |
| 3Y | +239.2% | +98.6% | +140.5% | +66.6% |
| 5Y | +185.0% | +85.1% | +99.9% | +45.8% |
| 10Y | +655.0% | +412.0% | +242.9% | +27.7% |
| All | +1,209.6% | +564.9% | +644.7% | +38.9% |
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