| A | B | C | D | E | F | G | H | I | J | K | L | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | Notes | |||||||||||
2 | This Google Sheet is an example of Portfolio Optimizer REST API usage to unsmooth smoothed asset returns . | |||||||||||
3 | If more than 20 assets are needed. please check https://docs.portfoliooptimizer.io/#api-limits | |||||||||||
4 | Discover more at https://portfoliooptimizer.io/ | |||||||||||
5 | ||||||||||||
6 | BREIT | VNQ | ||||||||||
7 | Date | - | NAV | Arithmetic Returns | Logarithmic Returns | Unsmoothed Logarithmic Returns | Unsmoothed Arithmetic Returns | Unsmoothed NAV | NAV | Arithmetic Returns | Logarithmic Returns | |
8 | 2016/12/30 | 100 | #=unsmoothReturnsGeltner(E9:E95, 1) | 100 | 100 | |||||||
9 | 2017/01/31 | 100.1 | 0.10% | 0.10% | 0.10% | 0.10% | 100.1 | 99.806131 | -0.19% | -0.19% | ||
10 | 2017/02/28 | 100.3002 | 0.20% | 0.20% | 0.27% | 0.27% | 100.3661432 | 103.307888 | 3.51% | 3.45% | ||
11 | 2017/03/31 | 100.6111306 | 0.31% | 0.31% | 0.38% | 0.38% | 100.7500147 | 100.80446 | -2.42% | -2.45% | ||
12 | 2017/04/28 | 101.2751641 | 0.66% | 0.66% | 0.89% | 0.89% | 101.6477438 | 101.048568 | 0.24% | 0.24% | ||
13 | 2017/05/31 | 103.1082446 | 1.81% | 1.79% | 2.54% | 2.57% | 104.2642825 | 100.3162438 | -0.72% | -0.73% | ||
14 | 2017/06/30 | 104.5620708 | 1.41% | 1.40% | 1.14% | 1.15% | 105.4607846 | 102.5525708 | 2.23% | 2.20% | ||
15 | 2017/07/31 | 105.377655 | 0.78% | 0.78% | 0.37% | 0.37% | 105.848304 | 103.8216947 | 1.24% | 1.23% | ||
16 | 2017/08/31 | 106.8213288 | 1.37% | 1.36% | 1.74% | 1.76% | 107.7114867 | 103.5506194 | -0.26% | -0.26% | ||
17 | 2017/09/29 | 107.9429528 | 1.05% | 1.04% | 0.84% | 0.84% | 108.6161752 | 103.4399859 | -0.11% | -0.11% | ||
18 | 2017/10/31 | 108.8820565 | 0.87% | 0.87% | 0.75% | 0.75% | 109.4326364 | 102.3320113 | -1.07% | -1.08% | ||
19 | 2017/11/30 | 109.5353488 | 0.60% | 0.60% | 0.42% | 0.42% | 109.8951784 | 105.0583755 | 2.66% | 2.63% | ||
20 | 2017/12/29 | 110.6745164 | 1.04% | 1.03% | 1.32% | 1.33% | 111.3575209 | 104.9092189 | -0.14% | -0.14% | ||
21 | 2018/01/31 | 111.8033965 | 1.02% | 1.01% | 1.00% | 1.01% | 112.4787103 | 100.4463419 | -4.25% | -4.35% | ||
22 | 2018/02/28 | 112.7313647 | 0.83% | 0.83% | 0.70% | 0.71% | 113.2718333 | 92.73428771 | -7.68% | -7.99% | ||
23 | 2018/03/30 | 113.3288409 | 0.53% | 0.53% | 0.33% | 0.33% | 113.6490497 | 96.33217498 | 3.88% | 3.81% | ||
24 | 2018/04/30 | 114.2468045 | 0.81% | 0.81% | 0.99% | 0.99% | 114.7795503 | 97.12356114 | 0.82% | 0.82% | ||
25 | 2018/05/31 | 114.9894088 | 0.65% | 0.65% | 0.54% | 0.54% | 115.4048946 | 100.6975654 | 3.68% | 3.61% | ||
26 | 2018/06/29 | 115.8633283 | 0.76% | 0.76% | 0.83% | 0.83% | 116.3656066 | 104.9285307 | 4.20% | 4.12% | ||
27 | 2018/07/31 | 116.7786486 | 0.79% | 0.79% | 0.81% | 0.81% | 117.3078791 | 105.5597766 | 0.60% | 0.60% | ||
28 | 2018/08/31 | 117.6661663 | 0.76% | 0.76% | 0.74% | 0.74% | 118.1762601 | 108.2779989 | 2.58% | 2.54% | ||
29 | 2018/09/28 | 118.4898295 | 0.70% | 0.70% | 0.66% | 0.66% | 118.9568447 | 105.4193254 | -2.64% | -2.68% | ||
30 | 2018/10/31 | 119.3903522 | 0.76% | 0.76% | 0.80% | 0.80% | 119.9079204 | 102.3356668 | -2.93% | -2.97% | ||
31 | 2018/11/30 | 120.023121 | 0.53% | 0.53% | 0.38% | 0.38% | 120.3622444 | 107.1179517 | 4.67% | 4.57% | ||
32 | 2018/12/31 | 119.9030979 | -0.10% | -0.10% | -0.51% | -0.51% | 119.7453544 | 98.59384143 | -7.96% | -8.29% | ||
33 | 2019/01/31 | 121.0901386 | 0.99% | 0.99% | 1.70% | 1.71% | 121.7977318 | 110.2817795 | 11.85% | 11.20% | ||
34 | 2019/02/28 | 122.0951867 | 0.83% | 0.83% | 0.72% | 0.72% | 122.6805483 | 111.0486349 | 0.70% | 0.69% | ||
35 | 2019/03/29 | 123.0353197 | 0.77% | 0.77% | 0.73% | 0.73% | 123.5767614 | 115.7229296 | 4.21% | 4.12% | ||
36 | 2019/04/30 | 123.921174 | 0.72% | 0.72% | 0.68% | 0.69% | 124.4258599 | 115.5365161 | -0.16% | -0.16% | ||
37 | 2019/05/31 | 125.507365 | 1.28% | 1.27% | 1.64% | 1.65% | 126.4792675 | 115.6962996 | 0.14% | 0.14% | ||
38 | 2019/06/28 | 126.5741776 | 0.85% | 0.85% | 0.57% | 0.57% | 127.1976173 | 117.4808769 | 1.54% | 1.53% | ||
39 | 2019/07/31 | 128.5740496 | 1.58% | 1.57% | 2.04% | 2.06% | 129.822198 | 119.4836968 | 1.70% | 1.69% | ||
40 | 2019/08/30 | 130.3998011 | 1.42% | 1.41% | 1.31% | 1.31% | 131.5291275 | 123.9597986 | 3.75% | 3.68% | ||
41 | 2019/09/30 | 131.9254788 | 1.17% | 1.16% | 1.00% | 1.01% | 132.8520202 | 126.3508405 | 1.93% | 1.91% | ||
42 | 2019/10/31 | 132.7698018 | 0.64% | 0.64% | 0.29% | 0.29% | 133.2408183 | 127.7735573 | 1.13% | 1.12% | ||
43 | 2019/11/29 | 133.8186833 | 0.79% | 0.79% | 0.88% | 0.89% | 134.4251377 | 126.1069455 | -1.30% | -1.31% | ||
44 | 2019/12/31 | 134.554686 | 0.55% | 0.55% | 0.39% | 0.39% | 134.9525374 | 127.060319 | 0.76% | 0.75% | ||
45 | 2020/01/31 | 135.5369352 | 0.73% | 0.73% | 0.85% | 0.85% | 136.0978215 | 128.621358 | 1.23% | 1.22% | ||
46 | 2020/02/28 | 135.4556131 | -0.06% | -0.06% | -0.58% | -0.58% | 135.3130594 | 119.5837667 | -7.03% | -7.29% | ||
47 | 2020/03/31 | 124.4701629 | -8.11% | -8.46% | -13.99% | -13.05% | 117.6526329 | 96.3639308 | -19.42% | -21.59% | ||
48 | 2020/04/30 | 125.2169838 | 0.60% | 0.60% | 6.56% | 6.78% | 125.6283285 | 105.000126 | 8.96% | 8.58% | ||
49 | 2020/05/29 | 127.0075867 | 1.43% | 1.42% | 1.96% | 1.98% | 128.115849 | 106.8211768 | 1.73% | 1.72% | ||
50 | 2020/06/30 | 129.6112422 | 2.05% | 2.03% | 2.43% | 2.46% | 131.2677148 | 109.3974045 | 2.41% | 2.38% | ||
51 | 2020/07/31 | 130.6999767 | 0.84% | 0.84% | 0.05% | 0.05% | 131.3351653 | 113.3815704 | 3.64% | 3.58% | ||
52 | 2020/08/31 | 133.5361662 | 2.17% | 2.15% | 3.01% | 3.06% | 135.3474584 | 113.8830741 | 0.44% | 0.44% | ||
53 | 2020/09/30 | 137.128289 | 2.69% | 2.65% | 2.99% | 3.03% | 139.4535245 | 110.8318004 | -2.68% | -2.72% | ||
54 | 2020/10/30 | 139.7337265 | 1.90% | 1.88% | 1.37% | 1.38% | 141.3826118 | 107.5051617 | -3.00% | -3.05% | ||
55 | 2020/11/30 | 141.8017857 | 1.48% | 1.47% | 1.20% | 1.20% | 143.0855501 | 117.90617 | 9.67% | 9.24% | ||
56 | 2020/12/31 | 143.8579116 | 1.45% | 1.44% | 1.42% | 1.43% | 145.1320426 | 121.1127203 | 2.72% | 2.68% | ||
57 | 2021/01/29 | 145.9006939 | 1.42% | 1.41% | 1.39% | 1.40% | 147.1642656 | 121.1555009 | 0.04% | 0.04% | ||
58 | 2021/02/26 | 148.0892043 | 1.50% | 1.49% | 1.54% | 1.55% | 149.4492745 | 125.3052477 | 3.43% | 3.37% | ||
59 | 2021/03/31 | 150.1328353 | 1.38% | 1.37% | 1.29% | 1.30% | 151.3937441 | 131.7538642 | 5.15% | 5.02% | ||
60 | 2021/04/30 | 153.345678 | 2.14% | 2.12% | 2.61% | 2.64% | 155.3956263 | 142.1094373 | 7.86% | 7.57% | ||
61 | 2021/05/31 | 157.9767175 | 3.02% | 2.98% | 3.54% | 3.60% | 160.9951131 | 143.2568687 | 0.81% | 0.80% | ||
62 | 2021/06/30 | 161.1836449 | 2.03% | 2.01% | 1.37% | 1.38% | 163.2225634 | 147.037704 | 2.64% | 2.60% | ||
63 | 2021/07/30 | 165.6161951 | 2.75% | 2.71% | 3.18% | 3.23% | 168.489258 | 153.5380438 | 4.42% | 4.33% | ||
64 | 2021/08/31 | 170.2037637 | 2.77% | 2.73% | 2.75% | 2.78% | 173.1785949 | 156.8459949 | 2.15% | 2.13% | ||
65 | 2021/09/30 | 174.7652246 | 2.68% | 2.64% | 2.59% | 2.62% | 177.7172638 | 147.9446961 | -5.68% | -5.84% | ||
66 | 2021/10/29 | 180.6722892 | 3.38% | 3.32% | 3.77% | 3.84% | 184.5475822 | 158.4976386 | 7.13% | 6.89% | ||
67 | 2021/11/30 | 183.4907769 | 1.56% | 1.55% | 0.38% | 0.38% | 185.2480244 | 155.1544194 | -2.11% | -2.13% | ||
68 | 2021/12/31 | 187.2890359 | 2.07% | 2.05% | 2.38% | 2.41% | 189.7071174 | 170.1867927 | 9.69% | 9.25% | ||
69 | 2022/01/31 | 191.0535456 | 2.01% | 1.99% | 1.95% | 1.97% | 193.4453446 | 155.854192 | -8.42% | -8.80% | ||
70 | 2022/02/28 | 193.1933453 | 1.12% | 1.11% | 0.54% | 0.54% | 194.4868902 | 150.4262876 | -3.48% | -3.54% | ||
71 | 2022/03/31 | 196.3423968 | 1.63% | 1.62% | 1.95% | 1.97% | 198.3126409 | 159.8582746 | 6.27% | 6.08% | ||
72 | 2022/04/29 | 198.9930192 | 1.35% | 1.34% | 1.16% | 1.17% | 200.6251986 | 153.3235129 | -4.09% | -4.17% | ||
73 | 2022/05/31 | 199.9083871 | 0.46% | 0.46% | -0.12% | -0.12% | 200.3813309 | 146.1397007 | -4.69% | -4.80% | ||
74 | 6/30/2022 | 200.6680389 | 0.38% | 0.38% | 0.33% | 0.33% | 201.0373323 | 135.2372143 | -7.46% | -7.75% | ||
75 | 7/29/2022 | 201.7115127 | 0.52% | 0.52% | 0.61% | 0.61% | 202.2682005 | 146.8891973 | 8.62% | 8.26% | ||
76 | 8/31/2022 | 203.6882856 | 0.98% | 0.98% | 1.28% | 1.28% | 204.8651894 | 138.0574402 | -6.01% | -6.20% | ||
77 | 9/30/2022 | 204.6252517 | 0.46% | 0.46% | 0.12% | 0.12% | 205.1093547 | 120.3055879 | -12.86% | -13.76% | ||
78 | 2022/10/31 | 204.7684893 | 0.07% | 0.07% | -0.19% | -0.19% | 204.7280923 | 124.5223614 | 3.51% | 3.45% | ||
79 | 2022/11/30 | 203.0074803 | -0.86% | -0.86% | -1.48% | -1.47% | 201.7238495 | 132.1755792 | 6.15% | 5.96% | ||
80 | 2022/12/30 | 203.0886833 | 0.04% | 0.04% | 0.63% | 0.64% | 203.008548 | 125.5280357 | -5.03% | -5.16% | ||
81 | 2023/01/31 | 202.682506 | -0.20% | -0.20% | -0.36% | -0.36% | 202.2824665 | 138.5861173 | 10.40% | 9.90% | ||
82 | 2023/02/28 | 204.14182 | 0.72% | 0.72% | 1.32% | 1.33% | 204.9732155 | 130.4590601 | -5.86% | -6.04% | ||
83 | 2023/03/31 | 202.0595734 | -1.02% | -1.03% | -2.17% | -2.15% | 200.5685865 | 127.6154035 | -2.18% | -2.20% | ||
84 | 2023/04/28 | 202.4232807 | 0.18% | 0.18% | 0.97% | 0.98% | 202.5297523 | 128.0149699 | 0.31% | 0.31% | ||
85 | 2023/05/31 | 203.7795167 | 0.67% | 0.67% | 0.99% | 0.99% | 204.5425724 | 122.9435481 | -3.96% | -4.04% | ||
86 | 2023/06/30 | 205.7358 | 0.96% | 0.96% | 1.14% | 1.15% | 206.8975571 | 129.8481118 | 5.62% | 5.46% | ||
87 | 2023/07/31 | 208.3074975 | 1.25% | 1.24% | 1.43% | 1.44% | 209.8796558 | 132.4898275 | 2.03% | 2.01% | ||
88 | 2023/08/31 | 210.2447572 | 0.93% | 0.93% | 0.72% | 0.72% | 211.3906194 | 128.0144497 | -3.38% | -3.44% | ||
89 | 2023/09/29 | 209.8873412 | -0.17% | -0.17% | -0.89% | -0.89% | 209.5145265 | 118.7046065 | -7.27% | -7.55% | ||
90 | 2023/10/31 | 207.8094565 | -0.99% | -0.99% | -1.54% | -1.53% | 206.3171921 | 114.4057619 | -3.62% | -3.69% | ||
91 | 2023/11/30 | 204.567629 | -1.56% | -1.57% | -1.95% | -1.93% | 202.3282592 | 128.2279606 | 12.08% | 11.41% | ||
92 | 2023/12/29 | 202.0719039 | -1.22% | -1.23% | -1.00% | -1.00% | 200.3139566 | 140.3249813 | 9.43% | 9.02% | ||
93 | 2024/01/31 | 203.2035065 | 0.56% | 0.56% | 1.73% | 1.75% | 203.8176802 | 133.2261509 | -5.06% | -5.19% | ||
94 | 2024/02/29 | 204.4633683 | 0.62% | 0.62% | 0.66% | 0.66% | 205.1618848 | 135.862406 | 1.98% | 1.96% | ||
95 | 2024/03/29 | 205.7310412 | 0.62% | 0.62% | 0.62% | 0.62% | 206.4338885 | 138.5287411 | 1.96% | 1.94% | ||
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