-24.9%
GFS vs HDB
-11.1%
-13.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.9% |
| 7D | -7.8% | +13.3% | -21.2% | -10.0% |
| 30D | -19.7% | +13.6% | -33.2% | -21.7% |
| 3M | -23.1% | +5.8% | -28.9% | -24.0% |
| 6M | -46.4% | -1.9% | -44.5% | -46.4% |
| YTD | +11.0% | -31.2% | +42.2% | +17.3% |
| 1Y | +12.6% | -29.6% | +42.2% | +18.3% |
| 3Y | -24.9% | -10.1% | -14.8% | -22.3% |
| All | -24.9% | -11.1% | -13.9% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling