-12.3%
GFS vs HDB
-24.9%
+12.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.0% |
| 7D | -3.1% | +13.7% | -16.8% | -7.5% |
| 30D | -16.0% | +15.8% | -31.9% | -20.6% |
| 3M | -24.7% | +9.2% | -33.9% | -27.3% |
| 6M | -45.1% | +3.2% | -48.3% | -46.2% |
| YTD | +16.5% | -29.4% | +45.8% | +31.0% |
| 1Y | +19.3% | -27.9% | +47.3% | +32.9% |
| 3Y | -20.0% | -5.9% | -14.1% | -23.4% |
| 5Y | -32.0% | -23.5% | -8.5% | -35.3% |
| All | -12.3% | -24.9% | +12.6% | -17.1% |
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