+185.7%
GS vs HAL
+104.8%
+81.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.9% | +2.9% | -2.0% | +0.2% |
| 30D | -1.6% | +17.0% | -18.6% | -5.6% |
| 3M | -4.5% | -9.7% | +5.2% | -2.4% |
| 6M | +20.9% | +8.6% | +12.2% | +16.9% |
| YTD | +19.9% | +33.0% | -13.1% | +9.2% |
| 1Y | +41.4% | +68.3% | -26.9% | +19.5% |
| 3Y | +239.2% | +0.1% | +239.1% | +220.1% |
| All | +185.7% | +104.8% | +81.0% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling