+1,833.6%
GS vs HD
+1,430.5%
+403.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -3.0% | -0.2% |
| 7D | +0.3% | +11.9% | -11.6% | -6.1% |
| 30D | +3.9% | +26.4% | -22.6% | -9.7% |
| 3M | -11.4% | +2.8% | -14.3% | -13.4% |
| 6M | +3.7% | +15.5% | -11.8% | -6.0% |
| YTD | +7.1% | +5.5% | +1.6% | +1.8% |
| 1Y | +19.7% | -4.6% | +24.2% | +20.1% |
| 3Y | +202.8% | +29.9% | +173.0% | +150.6% |
| 5Y | +156.7% | +8.4% | +148.3% | +130.3% |
| 10Y | +548.7% | +275.2% | +273.5% | +176.7% |
| All | +1,833.6% | +1,430.5% | +403.0% | +176.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling