+187.0%
GS vs HYG
+19.1%
+168.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.4% |
| 7D | +2.4% | -0.2% | +2.6% | +2.8% |
| 30D | -0.1% | -0.1% | 0.0% | +0.1% |
| 3M | +0.2% | +0.7% | -0.5% | -1.0% |
| 6M | +24.8% | +1.5% | +23.3% | +21.8% |
| YTD | +18.8% | +1.9% | +16.8% | +15.2% |
| 1Y | +37.3% | +3.7% | +33.6% | +29.2% |
| 3Y | +237.9% | +26.5% | +211.4% | +135.2% |
| 5Y | +187.0% | +19.0% | +168.1% | +133.6% |
| All | +187.0% | +19.1% | +168.0% | +133.6% |
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