+42.5%
GS vs HL
+116.7%
-74.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | 0.0% |
| 7D | +3.4% | +7.1% | -3.7% | +2.2% |
| 30D | +0.2% | +21.4% | -21.3% | -3.2% |
| 3M | -0.3% | +37.4% | -37.8% | -5.9% |
| 6M | +27.4% | +0.4% | +27.0% | +24.4% |
| YTD | +19.6% | +6.7% | +13.0% | +14.7% |
| 1Y | +42.5% | +102.4% | -59.9% | +31.9% |
| All | +42.5% | +116.7% | -74.2% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling