+478.5%
GS vs HIG
+270.3%
+208.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.6% | +4.0% | +4.3% |
| 7D | +0.8% | -0.5% | +1.3% | +1.2% |
| 30D | +1.2% | +4.5% | -3.2% | -1.4% |
| 3M | -12.4% | -5.5% | -6.9% | -10.0% |
| 6M | -2.3% | +3.1% | -5.4% | -5.4% |
| YTD | +4.6% | -0.8% | +5.4% | +3.3% |
| 1Y | +17.5% | +6.1% | +11.4% | +11.4% |
| 3Y | +202.0% | +94.1% | +107.9% | +99.2% |
| 5Y | +152.4% | +106.4% | +45.9% | +59.2% |
| 10Y | +478.5% | +265.1% | +213.5% | +142.7% |
| All | +478.5% | +270.3% | +208.2% | +142.7% |
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