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Question on GSCI and roll yield

Published: Tuesday, October 12, 2021 · 3:20 AM  |  Updated: Tuesday, October 12, 2021 · 3:20 AM

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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?

submitted by /u/Madesofspades
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