+457.2%
GS vs HIG
+268.7%
+188.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.7% | -0.8% |
| 7D | +1.6% | +2.1% | -0.6% | +0.4% |
| 30D | +1.7% | +6.7% | -5.1% | -2.1% |
| 3M | -11.6% | -1.9% | -9.6% | -11.0% |
| 6M | -1.9% | +5.3% | -7.2% | -6.1% |
| YTD | +5.1% | +1.3% | +3.7% | +2.5% |
| 1Y | +16.4% | +7.2% | +9.2% | +9.7% |
| 3Y | +199.0% | +96.6% | +102.3% | +95.9% |
| 5Y | +157.4% | +110.0% | +47.4% | +60.9% |
| 10Y | +457.2% | +268.4% | +188.9% | +136.7% |
| All | +457.2% | +268.7% | +188.5% | +136.7% |
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