+617.3%
GS vs HWM
+1,494.1%
-876.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.3% |
| 7D | +0.9% | -2.1% | +3.0% | +1.6% |
| 30D | -1.6% | -11.0% | +9.4% | +3.0% |
| 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% | +7.5% |
| 1Y | +41.4% | +44.7% | -3.3% | +19.5% |
| 3Y | +239.2% | +426.1% | -186.9% | +65.7% |
| 5Y | +185.0% | +738.5% | -553.5% | +13.6% |
| All | +617.3% | +1,494.1% | -876.8% | +98.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling