-16.4%
GFS vs HDB
-26.9%
+10.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.6% |
| 7D | -7.8% | +13.3% | -21.2% | -12.0% |
| 30D | -19.7% | +13.6% | -33.2% | -23.5% |
| 3M | -23.1% | +5.8% | -28.9% | -25.0% |
| 6M | -46.4% | -1.9% | -44.5% | -46.5% |
| YTD | +11.0% | -31.2% | +42.2% | +26.0% |
| 1Y | +12.6% | -29.6% | +42.2% | +26.4% |
| 3Y | -24.9% | -10.1% | -14.8% | -26.8% |
| 5Y | -39.1% | -24.3% | -14.7% | -41.2% |
| All | -16.4% | -26.9% | +10.5% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling