+438.8%
GS vs HIG
+261.7%
+177.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +5.9% | +2.6% | +3.3% | +4.4% |
| 30D | +4.3% | +4.2% | +0.1% | +1.8% |
| 3M | -11.7% | +0.2% | -11.9% | -12.1% |
| 6M | -3.2% | +4.6% | -7.8% | -7.0% |
| YTD | +5.8% | +1.1% | +4.7% | +3.3% |
| 1Y | +16.0% | +4.7% | +11.3% | +10.9% |
| 3Y | +199.8% | +95.5% | +104.3% | +97.1% |
| 5Y | +155.5% | +111.7% | +43.9% | +59.1% |
| All | +438.8% | +261.7% | +177.1% | +137.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling