+592.4%
GS vs HYG
+153.5%
+438.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.2% |
| 7D | +0.9% | -0.2% | +1.1% | +1.3% |
| 30D | -1.6% | +0.1% | -1.7% | -1.7% |
| 3M | -4.5% | +0.7% | -5.1% | -5.4% |
| 6M | +20.9% | +1.5% | +19.4% | +18.5% |
| YTD | +19.9% | +2.2% | +17.7% | +16.2% |
| 1Y | +41.4% | +3.9% | +37.5% | +33.3% |
| 3Y | +239.2% | +26.0% | +213.2% | +134.3% |
| 5Y | +185.0% | +19.2% | +165.9% | +117.7% |
| 10Y | +655.0% | +54.8% | +600.1% | +293.4% |
| All | +592.4% | +153.5% | +438.8% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling