+185.8%
GS vs HIG
+89.3%
+96.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.5% |
| 7D | -3.2% | +1.1% | -4.3% | -3.6% |
| 30D | -2.4% | +5.6% | -8.0% | -4.6% |
| 3M | -15.7% | -6.9% | -8.9% | -13.4% |
| 6M | -6.8% | +1.3% | -8.1% | -8.5% |
| YTD | -0.1% | -1.5% | +1.4% | -0.7% |
| 1Y | +12.1% | +6.6% | +5.5% | +6.2% |
| 3Y | +185.8% | +91.2% | +94.6% | +131.4% |
| All | +185.8% | +89.3% | +96.5% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling