+139.3%
GS vs HD
+5.3%
+134.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.5% | +0.5% |
| 7D | -3.2% | +4.3% | -7.5% | -5.1% |
| 30D | -2.4% | +20.2% | -22.6% | -10.6% |
| 3M | -15.7% | -1.0% | -14.7% | -15.6% |
| 6M | -6.8% | +7.9% | -14.7% | -11.0% |
| YTD | -0.1% | +2.0% | -2.0% | -2.4% |
| 1Y | +12.1% | -4.3% | +16.4% | +12.8% |
| 3Y | +185.8% | +25.9% | +159.8% | +147.0% |
| All | +139.3% | +5.3% | +134.0% | +113.2% |
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