+185.7%
GS vs HL
+235.4%
-49.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +20.0% |
| YTD | +19.9% | +7.8% | +12.1% | +15.9% |
| 1Y | +41.4% | +133.9% | -92.5% | +22.6% |
| 3Y | +239.2% | +380.9% | -141.7% | +155.9% |
| All | +185.7% | +235.4% | -49.7% | +114.9% |
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