+478.5%
GS vs HWM
+1,636.6%
-1,158.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +2.6% |
| 7D | +0.8% | +1.6% | -0.8% | +0.1% |
| 30D | +1.2% | -3.9% | +5.2% | +2.3% |
| 3M | -12.4% | -23.2% | +10.8% | -3.5% |
| 6M | -2.3% | -20.0% | +17.7% | +5.6% |
| YTD | +4.6% | +5.7% | -1.1% | 0.0% |
| 1Y | +17.5% | +4.9% | +12.6% | +12.6% |
| 3Y | +202.0% | +347.0% | -145.0% | +56.3% |
| 5Y | +152.4% | +563.0% | -410.7% | +9.6% |
| 10Y | +478.5% | +1,579.2% | -1,100.6% | +65.3% |
| All | +478.5% | +1,636.6% | -1,158.1% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling