+3.0%
GD vs HBM
-9.1%
+12.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.0% | -2.5% |
| 7D | -3.9% | -11.9% | +8.0% | -4.2% |
| 30D | +8.1% | -23.6% | +31.7% | +7.5% |
| 3M | -6.8% | -20.5% | +13.7% | -7.3% |
| 6M | +3.0% | -7.9% | +10.9% | +1.3% |
| All | +3.0% | -9.1% | +12.1% | +1.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling