+188.5%
GD vs HDB
+57.5%
+131.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -5.0% | +13.3% | -18.3% | -7.9% |
| 30D | +8.9% | +13.6% | -4.6% | +5.5% |
| 3M | -8.0% | +5.8% | -13.8% | -9.6% |
| 6M | +2.9% | -1.9% | +4.8% | +2.6% |
| YTD | +7.1% | -31.2% | +38.3% | +16.4% |
| 1Y | +5.9% | -29.6% | +35.5% | +14.4% |
| 3Y | +53.9% | -10.1% | +64.0% | +53.1% |
| 5Y | +95.4% | -24.3% | +119.8% | +100.1% |
| All | +188.5% | +57.5% | +131.0% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling