+478.5%
GS vs HBM
+328.6%
+149.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.0% | -4.3% | +2.6% |
| 7D | +0.8% | +5.0% | -4.2% | -0.3% |
| 30D | +1.2% | -12.7% | +14.0% | +4.2% |
| 3M | -12.4% | -17.4% | +5.0% | -9.0% |
| 6M | -2.3% | -8.9% | +6.5% | -1.7% |
| YTD | +4.6% | +14.9% | -10.3% | -1.4% |
| 1Y | +17.5% | +41.4% | -23.9% | +5.6% |
| 3Y | +202.0% | +462.1% | -260.1% | +90.8% |
| 5Y | +152.4% | +224.0% | -71.6% | +69.6% |
| 10Y | +478.5% | +320.9% | +157.6% | +190.8% |
| All | +478.5% | +328.6% | +149.9% | +190.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling