Published: Tuesday, October 12, 2021 · 3:20 AM | Updated: Tuesday, October 12, 2021 · 3:20 AM
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🗝️ Key Points
- S&P GSCI publishes a spot, total return and excess return index.
- Using monthly returns, the excess return less the spot return is the roll yield, correct?.
- Is it typical to express and show as rolling 12mo returns?.
S&P GSCI publishes a spot, total return and excess return index.
Using monthly returns, the excess return less the spot return is the roll yield, correct? Is it typical to express and show as rolling 12mo returns?
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