+652.8%
GS vs SPYM
+317.0%
+335.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | +0.1% | -1.6% | -1.6% |
| 3M | -4.5% | +2.0% | -6.5% | -6.5% |
| 6M | +20.9% | +13.1% | +7.8% | +5.0% |
| YTD | +19.9% | +13.6% | +6.3% | +3.7% |
| 1Y | +41.4% | +20.1% | +21.3% | +14.7% |
| 3Y | +239.2% | +77.6% | +161.6% | +76.5% |
| 5Y | +185.0% | +82.5% | +102.5% | +42.8% |
| All | +652.8% | +317.0% | +335.8% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling