+243.0%
GS vs HL
+389.9%
-146.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | +0.9% | +1.5% | -0.5% | +0.7% |
| 30D | -1.6% | +25.1% | -26.6% | -4.9% |
| 3M | -4.5% | +22.9% | -27.4% | -7.8% |
| 6M | +20.9% | -4.9% | +25.8% | +19.8% |
| YTD | +19.9% | +7.8% | +12.1% | +15.8% |
| 1Y | +41.4% | +133.9% | -92.5% | +23.7% |
| All | +243.0% | +389.9% | -146.9% | +160.4% |
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 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