+240.4%
GS vs HYG
+26.4%
+214.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | +3.4% | 0.0% | +3.4% | +3.3% |
| 30D | +0.2% | -0.1% | +0.3% | +0.5% |
| 3M | -0.3% | +1.0% | -1.3% | -3.3% |
| 6M | +27.4% | +2.3% | +25.0% | +18.9% |
| YTD | +19.6% | +2.1% | +17.5% | +12.7% |
| 1Y | +42.5% | +3.8% | +38.7% | +27.6% |
| 3Y | +240.4% | +26.7% | +213.7% | +93.1% |
| All | +240.4% | +26.4% | +214.0% | +93.1% |
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