+141.0%
GS vs HD
+6.3%
+134.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.8% | -5.7% |
| 7D | -6.3% | +6.4% | -12.7% | -9.0% |
| 30D | -3.1% | +22.1% | -25.2% | -11.9% |
| 3M | -17.7% | -0.2% | -17.5% | -17.8% |
| 6M | -4.6% | +12.6% | -17.2% | -10.7% |
| YTD | +0.3% | +3.9% | -3.6% | -2.9% |
| 1Y | +11.7% | -3.7% | +15.5% | +12.2% |
| 3Y | +183.6% | +27.9% | +155.7% | +143.5% |
| 5Y | +141.0% | +7.8% | +133.1% | +112.2% |
| All | +141.0% | +6.3% | +134.7% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling