+96.7%
GD vs HDB
-26.0%
+122.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.5% |
| 7D | -3.9% | +13.3% | -17.2% | -5.7% |
| 30D | +8.1% | +10.2% | -2.1% | +6.5% |
| 3M | -6.8% | +3.6% | -10.3% | -7.4% |
| 6M | +3.0% | -0.5% | +3.5% | +2.6% |
| YTD | +7.8% | -32.4% | +40.2% | +13.7% |
| 1Y | +5.8% | -31.1% | +36.9% | +11.3% |
| 3Y | +55.3% | -12.6% | +67.9% | +55.8% |
| 5Y | +96.7% | -25.7% | +122.3% | +98.8% |
| All | +96.7% | -26.0% | +122.7% | +98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling