-19.4%
GFS vs HDB
-24.6%
+5.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -46.4% |
| 6M | -4.8% | -24.7% | +19.9% | -0.1% |
| YTD | +29.7% | -36.6% | +66.2% | +40.3% |
| 1Y | +35.8% | -34.4% | +70.2% | +45.5% |
| All | -19.4% | -24.6% | +5.2% | -15.1% |
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 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