+199.8%
GS vs HL
+247.8%
-48.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.6% |
| 7D | +5.9% | -11.1% | +17.0% | +7.7% |
| 30D | +4.3% | -12.1% | +16.4% | +6.1% |
| 3M | -11.7% | -26.1% | +14.4% | -8.2% |
| 6M | -3.2% | -37.7% | +34.6% | +2.0% |
| YTD | +5.8% | -31.7% | +37.5% | +8.7% |
| 1Y | +16.0% | -11.6% | +27.7% | +15.4% |
| 3Y | +199.8% | +249.6% | -49.9% | +136.9% |
| All | +199.8% | +247.8% | -48.1% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling