+842.6%
GS vs SPYM
+789.7%
+53.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.7% |
| 7D | -3.2% | -2.7% | -0.5% | +0.3% |
| 30D | -2.4% | -5.4% | +2.9% | +4.9% |
| 3M | -15.7% | -4.1% | -11.7% | -10.9% |
| 6M | -6.8% | +0.8% | -7.5% | -7.0% |
| YTD | -0.1% | +8.8% | -8.8% | -9.2% |
| 1Y | +12.1% | +11.0% | +1.1% | -0.6% |
| 3Y | +185.8% | +75.5% | +110.3% | +43.4% |
| 5Y | +140.1% | +68.4% | +71.7% | +25.4% |
| 10Y | +505.2% | +316.1% | +189.2% | -2.7% |
| All | +842.6% | +789.7% | +53.0% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling