+17.8%
GFS vs HDB
-27.5%
+45.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | -5.3% | +12.7% | -18.0% | -6.9% |
| 30D | -15.8% | +16.6% | -32.4% | -17.8% |
| 3M | -18.6% | +10.8% | -29.4% | -19.7% |
| 6M | -45.0% | +3.8% | -48.8% | -45.3% |
| YTD | +16.8% | -28.9% | +45.7% | +8.6% |
| 1Y | +17.8% | -28.0% | +45.8% | +9.5% |
| All | +17.8% | -27.5% | +45.3% | +9.5% |
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