+437.1%
GS vs HAL
-16.5%
+453.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | +5.1% | +2.6% | +2.5% | +4.3% |
| 30D | +2.4% | -0.1% | +2.5% | +2.3% |
| 3M | -11.5% | -1.1% | -10.4% | -11.6% |
| 6M | -2.5% | -20.7% | +18.2% | +4.0% |
| YTD | +5.5% | +17.5% | -12.1% | -2.3% |
| 1Y | +11.0% | +24.1% | -13.1% | +0.9% |
| 3Y | +200.1% | -8.4% | +208.5% | +192.8% |
| 5Y | +154.7% | +53.2% | +101.5% | +94.2% |
| All | +437.1% | -16.5% | +453.6% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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