+1,710.5%
GS vs HAL
+128.5%
+1,582.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -5.4% |
| 7D | -6.3% | -11.1% | +4.8% | -3.0% |
| 30D | -3.1% | -2.4% | -0.7% | -2.6% |
| 3M | -17.7% | +0.8% | -18.4% | -18.3% |
| 6M | -4.6% | -22.8% | +18.3% | +2.2% |
| YTD | +0.3% | +14.5% | -14.2% | -5.8% |
| 1Y | +11.7% | +20.2% | -8.5% | +3.2% |
| 3Y | +183.6% | -15.2% | +198.7% | +184.5% |
| 5Y | +141.0% | +42.5% | +98.4% | +94.2% |
| 10Y | +507.4% | -16.5% | +523.9% | +395.4% |
| All | +1,710.5% | +128.5% | +1,582.1% | +811.8% |
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