+458.9%
GS vs HL
+129.4%
+329.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +2.0% |
| 7D | -0.1% | -5.6% | +5.4% | +0.5% |
| 30D | +3.7% | -16.2% | +19.8% | +5.7% |
| 3M | -10.0% | -20.5% | +10.5% | -7.9% |
| 6M | -1.0% | -31.7% | +30.7% | +2.5% |
| YTD | +7.0% | -26.4% | +33.4% | +8.7% |
| 1Y | +16.6% | -4.3% | +20.9% | +15.0% |
| 3Y | +204.4% | +276.9% | -72.5% | +149.9% |
| 5Y | +160.0% | +124.1% | +36.0% | +118.7% |
| 10Y | +458.9% | +144.6% | +314.2% | +291.8% |
| All | +458.9% | +129.4% | +329.4% | +291.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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