+1,788.2%
GS vs HAL
+128.2%
+1,660.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.5% | +4.6% |
| 7D | +0.8% | -7.9% | +8.7% | +3.4% |
| 30D | +1.2% | -2.1% | +3.3% | +1.7% |
| 3M | -12.4% | +0.4% | -12.8% | -13.0% |
| 6M | -2.3% | -19.2% | +16.9% | +3.2% |
| YTD | +4.6% | +14.4% | -9.8% | -1.7% |
| 1Y | +17.5% | +18.0% | -0.5% | +9.2% |
| 3Y | +202.0% | -9.7% | +211.7% | +197.3% |
| 5Y | +152.4% | +40.1% | +112.2% | +104.5% |
| 10Y | +478.5% | -19.1% | +497.6% | +376.2% |
| All | +1,788.2% | +128.2% | +1,660.0% | +851.3% |
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