+141.0%
GS vs HWM
+538.5%
-397.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.9% | -0.4% | -3.8% |
| 7D | -6.3% | -2.4% | -3.9% | -5.6% |
| 30D | -3.1% | -13.3% | +10.1% | +2.5% |
| 3M | -17.7% | -31.0% | +13.4% | -4.0% |
| 6M | -4.6% | -17.1% | +12.6% | +1.9% |
| YTD | +0.3% | -1.9% | +2.2% | -1.8% |
| 1Y | +11.7% | -2.4% | +14.1% | +9.5% |
| 3Y | +183.6% | +322.2% | -138.6% | +36.5% |
| 5Y | +141.0% | +509.8% | -368.9% | -6.2% |
| All | +141.0% | +538.5% | -397.6% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling