+174.0%
GD vs HBM
+301.8%
-127.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.9% |
| 7D | -1.9% | +2.4% | -4.3% | -2.2% |
| 30D | +10.9% | -16.0% | +26.9% | +12.7% |
| 3M | -6.8% | -21.3% | +14.6% | -4.8% |
| 6M | +7.0% | -12.2% | +19.2% | +7.0% |
| YTD | +11.1% | +10.7% | +0.4% | +7.1% |
| 1Y | +7.0% | +30.3% | -23.3% | +1.1% |
| 3Y | +59.9% | +432.2% | -372.3% | +23.6% |
| 5Y | +102.5% | +218.8% | -116.3% | +60.9% |
| 10Y | +174.0% | +281.4% | -107.3% | +85.0% |
| All | +174.0% | +301.8% | -127.8% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 10y: compounded portfolio wealth divided by compounded HBM 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…
10y analysis · Full analysis span regression · 6 months rolling