+437.1%
GS vs HWM
+1,503.5%
-1,066.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +5.1% | +11.1% | -6.0% | +0.7% |
| 30D | +2.4% | +3.0% | -0.5% | +0.7% |
| 3M | -11.5% | -20.7% | +9.2% | -3.8% |
| 6M | -2.5% | -17.2% | +14.7% | +4.0% |
| YTD | +5.5% | +9.1% | -3.6% | -0.4% |
| 1Y | +11.0% | +9.0% | +2.0% | +4.8% |
| 3Y | +200.1% | +353.8% | -153.8% | +54.6% |
| 5Y | +154.7% | +608.0% | -453.3% | +8.0% |
| All | +437.1% | +1,503.5% | -1,066.4% | +59.9% |
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