+35.8%
GFS vs HDB
-34.6%
+70.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | -8.6% | -2.8% | -5.8% | -8.1% |
| 3M | -46.5% | -3.5% | -43.0% | -46.7% |
| 6M | -4.8% | -24.7% | +19.9% | -5.9% |
| YTD | +29.7% | -36.6% | +66.2% | +23.9% |
| 1Y | +35.8% | -34.4% | +70.2% | +29.6% |
| All | +35.8% | -34.6% | +70.5% | +29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling