+177.4%
GD vs HBM
+328.6%
-151.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.0% | -6.7% | +1.3% |
| 7D | -3.0% | +5.0% | -8.1% | -3.6% |
| 30D | +9.3% | -12.7% | +22.0% | +10.7% |
| 3M | -7.2% | -17.4% | +10.2% | -5.8% |
| 6M | +5.5% | -8.9% | +14.3% | +5.0% |
| YTD | +9.5% | +14.9% | -5.4% | +5.2% |
| 1Y | +6.4% | +41.4% | -35.0% | -0.4% |
| 3Y | +59.8% | +462.1% | -402.3% | +22.7% |
| 5Y | +98.0% | +224.0% | -126.0% | +57.0% |
| 10Y | +177.4% | +320.9% | -143.5% | +83.7% |
| All | +177.4% | +328.6% | -151.3% | +83.7% |
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