+2,064.0%
GS vs HD
+1,282.5%
+781.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.9% | -0.5% |
| 7D | +0.9% | -2.1% | +3.0% | +2.2% |
| 30D | -1.6% | -8.4% | +6.8% | +3.4% |
| 3M | -4.5% | +4.3% | -8.8% | -7.6% |
| 6M | +20.9% | -11.1% | +32.0% | +28.1% |
| YTD | +19.9% | -4.7% | +24.6% | +21.4% |
| 1Y | +41.4% | -19.8% | +61.2% | +57.5% |
| 3Y | +239.2% | +4.1% | +235.1% | +221.0% |
| 5Y | +185.0% | +10.3% | +174.7% | +153.9% |
| 10Y | +655.0% | +203.2% | +451.8% | +265.4% |
| All | +2,064.0% | +1,282.5% | +781.6% | +229.7% |
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