+157.4%
GS vs HAL
+40.6%
+116.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | -6.5% | +8.1% | +3.2% |
| 30D | +1.7% | -2.1% | +3.8% | +2.1% |
| 3M | -11.6% | -4.9% | -6.7% | -10.8% |
| 6M | -1.9% | -19.3% | +17.4% | +2.7% |
| YTD | +5.1% | +14.3% | -9.2% | -0.8% |
| 1Y | +16.4% | +17.3% | -0.9% | +9.0% |
| 3Y | +199.0% | -10.9% | +209.9% | +190.4% |
| 5Y | +157.4% | +47.4% | +110.0% | +96.5% |
| All | +157.4% | +40.6% | +116.8% | +96.5% |
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