+886.3%
GD vs HBM
+435.3%
+451.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.4% | +5.0% | -1.5% |
| 7D | -3.9% | -11.9% | +8.0% | -2.5% |
| 30D | +8.1% | -23.6% | +31.7% | +11.3% |
| 3M | -6.8% | -20.5% | +13.7% | -4.7% |
| 6M | +3.0% | -7.9% | +10.9% | +2.4% |
| YTD | +7.8% | +3.8% | +4.0% | +4.5% |
| 1Y | +5.8% | +31.7% | -25.9% | -0.6% |
| 3Y | +55.3% | +342.4% | -287.1% | +21.2% |
| 5Y | +96.7% | +205.5% | -108.8% | +55.1% |
| 10Y | +195.4% | +379.4% | -184.1% | +92.7% |
| All | +886.3% | +435.3% | +451.0% | +437.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling