+155.6%
GS vs HYG
+17.6%
+137.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +5.9% | -0.4% | +6.2% | +6.7% |
| 30D | +4.3% | +0.7% | +3.6% | +3.0% |
| 3M | -11.7% | -2.1% | -9.6% | -7.6% |
| 6M | -3.2% | -0.8% | -2.4% | -1.0% |
| YTD | +5.8% | +0.3% | +5.5% | +6.3% |
| 1Y | +16.0% | +1.8% | +14.3% | +13.5% |
| 3Y | +199.8% | +24.1% | +175.6% | +116.6% |
| All | +155.6% | +17.6% | +137.9% | +109.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling