+154.7%
GS vs HL
+114.5%
+40.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | -0.6% |
| 7D | +5.1% | -7.6% | +12.8% | +6.3% |
| 30D | +2.4% | -17.5% | +19.9% | +5.1% |
| 3M | -11.5% | -26.2% | +14.7% | -8.1% |
| 6M | -2.5% | -35.1% | +32.6% | +2.3% |
| YTD | +5.5% | -30.4% | +35.8% | +8.2% |
| 1Y | +11.0% | -14.0% | +25.0% | +10.5% |
| 3Y | +200.1% | +256.3% | -56.2% | +135.0% |
| 5Y | +154.7% | +112.5% | +42.2% | +104.9% |
| All | +154.7% | +114.5% | +40.2% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling