+2,064.0%
GS vs HAL
+165.3%
+1,898.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +0.9% | +2.9% | -2.0% | 0.0% |
| 30D | -1.6% | +17.0% | -18.6% | -6.5% |
| 3M | -4.5% | -9.7% | +5.2% | -2.1% |
| 6M | +20.9% | +8.6% | +12.2% | +16.2% |
| YTD | +19.9% | +33.0% | -13.1% | +7.8% |
| 1Y | +41.4% | +68.3% | -26.9% | +17.0% |
| 3Y | +239.2% | +0.1% | +239.1% | +223.0% |
| 5Y | +185.0% | +102.6% | +82.4% | +105.6% |
| 10Y | +655.0% | +3.8% | +651.1% | +476.5% |
| All | +2,064.0% | +165.3% | +1,898.7% | +943.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling