+93.8%
GD vs HBM
+205.9%
-112.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.8% |
| 7D | -5.0% | -3.6% | -1.3% | -4.7% |
| 30D | +8.9% | -19.2% | +28.1% | +10.6% |
| 3M | -8.0% | -20.5% | +12.5% | -6.7% |
| 6M | +2.9% | -12.8% | +15.7% | +2.8% |
| YTD | +7.1% | +5.4% | +1.6% | +4.1% |
| 1Y | +5.9% | +33.0% | -27.0% | +0.5% |
| 3Y | +53.9% | +357.3% | -303.5% | +24.1% |
| All | +93.8% | +205.9% | -112.1% | +58.8% |
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