+70.8%
GD vs HBM
+455.0%
-384.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.7% |
| 7D | -5.3% | -6.4% | +1.1% | -4.9% |
| 30D | -6.4% | +5.9% | -12.3% | -6.8% |
| 3M | +5.7% | -8.9% | +14.6% | +6.0% |
| 6M | -0.9% | +10.7% | -11.6% | -2.4% |
| YTD | +8.2% | +38.3% | -30.1% | +4.4% |
| 1Y | +13.4% | +121.3% | -107.9% | +5.2% |
| All | +70.8% | +455.0% | -384.2% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling