+457.2%
GS vs HL
+110.9%
+346.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.7% | +1.3% |
| 7D | +1.6% | +8.2% | -6.6% | +0.6% |
| 30D | +1.7% | -16.3% | +17.9% | +3.6% |
| 3M | -11.6% | -18.6% | +7.0% | -9.8% |
| 6M | -1.9% | -23.2% | +21.3% | +0.2% |
| YTD | +5.1% | -25.5% | +30.6% | +6.6% |
| 1Y | +16.4% | -4.8% | +21.2% | +14.8% |
| 3Y | +199.0% | +281.4% | -82.5% | +145.3% |
| 5Y | +157.4% | +137.8% | +19.6% | +115.3% |
| 10Y | +457.2% | +135.5% | +321.8% | +288.4% |
| All | +457.2% | +110.9% | +346.4% | +288.4% |
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