+185.8%
GS vs HAL
-16.0%
+201.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -12.0% | +8.8% | -0.1% |
| 30D | -2.4% | +0.3% | -2.7% | -2.7% |
| 3M | -15.7% | -1.6% | -14.1% | -15.8% |
| 6M | -6.8% | -20.5% | +13.7% | -1.5% |
| YTD | -0.1% | +14.2% | -14.3% | -7.4% |
| 1Y | +12.1% | +18.9% | -6.8% | +2.3% |
| 3Y | +185.8% | -13.7% | +199.5% | +177.1% |
| All | +185.8% | -16.0% | +201.7% | +177.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling