+199.8%
GS vs HYG
+24.5%
+175.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +5.9% | -0.4% | +6.2% | +7.4% |
| 30D | +4.3% | +0.7% | +3.6% | +2.0% |
| 3M | -11.7% | -2.1% | -9.6% | -4.4% |
| 6M | -3.2% | -0.8% | -2.4% | +0.5% |
| YTD | +5.8% | +0.3% | +5.5% | +6.4% |
| 1Y | +16.0% | +1.8% | +14.3% | +11.1% |
| 3Y | +199.8% | +24.1% | +175.6% | +82.9% |
| All | +199.8% | +24.5% | +175.3% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 HYG 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