+185.8%
GS vs HD
+25.9%
+159.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.4% |
| 7D | -3.2% | +4.3% | -7.5% | -4.9% |
| 30D | -2.4% | +20.2% | -22.6% | -9.9% |
| 3M | -15.7% | -1.0% | -14.7% | -15.5% |
| 6M | -6.8% | +7.9% | -14.7% | -10.6% |
| YTD | -0.1% | +2.0% | -2.0% | -2.2% |
| 1Y | +12.1% | -4.3% | +16.4% | +13.2% |
| 3Y | +185.8% | +25.9% | +159.8% | +141.6% |
| All | +185.8% | +25.9% | +159.9% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling