+478.5%
GS vs HD
+272.9%
+205.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +3.0% |
| 7D | +0.8% | +3.6% | -2.8% | -1.2% |
| 30D | +1.2% | +21.6% | -20.3% | -10.0% |
| 3M | -12.4% | +0.1% | -12.5% | -12.9% |
| 6M | -2.3% | +13.0% | -15.3% | -10.4% |
| YTD | +4.6% | +4.9% | -0.3% | -0.3% |
| 1Y | +17.5% | -2.1% | +19.6% | +16.4% |
| 3Y | +202.0% | +32.6% | +169.4% | +142.7% |
| 5Y | +152.4% | +8.2% | +144.1% | +124.7% |
| 10Y | +478.5% | +257.9% | +220.6% | +159.6% |
| All | +478.5% | +272.9% | +205.6% | +159.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 HD 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