+170.6%
GD vs HBM
+274.8%
-104.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.6% | -1.3% | +1.9% | +0.7% |
| 30D | +9.5% | -14.8% | +24.3% | +11.1% |
| 3M | -5.8% | -20.7% | +14.8% | -4.0% |
| 6M | +7.7% | -13.9% | +21.6% | +8.0% |
| YTD | +11.1% | +10.6% | +0.4% | +7.1% |
| 1Y | +6.1% | +32.4% | -26.3% | 0.0% |
| 3Y | +59.8% | +432.0% | -372.2% | +23.5% |
| 5Y | +104.6% | +205.5% | -100.8% | +63.5% |
| 10Y | +170.6% | +291.1% | -120.6% | +81.3% |
| All | +170.6% | +274.8% | -104.3% | +81.3% |
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