+102.5%
GD vs HBM
+215.2%
-112.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.7% | +5.2% | +1.8% |
| 7D | -1.9% | +2.4% | -4.3% | -2.1% |
| 30D | +10.9% | -16.0% | +26.9% | +12.3% |
| 3M | -6.8% | -21.3% | +14.6% | -5.3% |
| 6M | +7.0% | -12.2% | +19.2% | +6.9% |
| YTD | +11.1% | +10.7% | +0.4% | +7.6% |
| 1Y | +7.0% | +30.3% | -23.3% | +1.9% |
| 3Y | +59.9% | +432.2% | -372.3% | +27.0% |
| 5Y | +102.5% | +218.8% | -116.3% | +63.7% |
| All | +102.5% | +215.2% | -112.7% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling