+457.2%
GS vs HBM
+301.8%
+155.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.7% | +4.1% | +1.3% |
| 7D | +1.6% | +2.4% | -0.8% | +1.0% |
| 30D | +1.7% | -16.0% | +17.6% | +5.6% |
| 3M | -11.6% | -21.3% | +9.7% | -7.1% |
| 6M | -1.9% | -12.2% | +10.3% | -0.4% |
| YTD | +5.1% | +10.7% | -5.6% | -0.2% |
| 1Y | +16.4% | +30.3% | -13.9% | +6.5% |
| 3Y | +199.0% | +432.2% | -233.3% | +91.4% |
| 5Y | +157.4% | +218.8% | -61.4% | +73.8% |
| 10Y | +457.2% | +281.4% | +175.9% | +186.5% |
| All | +457.2% | +301.8% | +155.5% | +186.5% |
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