+199.8%
GS vs HIG
+96.1%
+103.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +5.9% | +2.6% | +3.3% | +4.8% |
| 30D | +4.3% | +4.2% | +0.1% | +2.5% |
| 3M | -11.7% | +0.2% | -11.9% | -11.9% |
| 6M | -3.2% | +4.6% | -7.8% | -6.2% |
| YTD | +5.8% | +1.1% | +4.7% | +4.1% |
| 1Y | +16.0% | +4.7% | +11.3% | +11.7% |
| 3Y | +199.8% | +95.5% | +104.3% | +143.0% |
| All | +199.8% | +96.1% | +103.7% | +143.0% |
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 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