+243.0%
GS vs HWM
+426.8%
-183.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | -2.1% | +3.0% | +1.7% |
| 30D | -1.6% | -11.0% | +9.4% | +3.2% |
| 3M | -4.5% | +4.0% | -8.5% | -6.3% |
| 6M | +20.9% | -0.2% | +21.1% | +20.1% |
| YTD | +19.9% | +26.7% | -6.8% | +6.9% |
| 1Y | +41.4% | +44.7% | -3.3% | +18.3% |
| All | +243.0% | +426.8% | -183.8% | +92.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling