+486.7%
GS vs HL
+146.0%
+340.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -0.6% |
| 7D | -3.2% | +8.9% | -12.2% | -4.2% |
| 30D | -2.4% | -10.1% | +7.7% | -1.3% |
| 3M | -15.7% | -7.0% | -8.7% | -15.4% |
| 6M | -6.8% | -18.8% | +12.0% | -5.4% |
| YTD | -0.1% | -23.1% | +23.1% | +1.1% |
| 1Y | +12.1% | +8.9% | +3.2% | +9.0% |
| 3Y | +185.8% | +255.0% | -69.2% | +137.1% |
| 5Y | +140.1% | +151.5% | -11.4% | +100.4% |
| All | +486.7% | +146.0% | +340.7% | +305.2% |
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