-21.1%
GIS vs HDB
+42.1%
-63.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.9% | -7.2% | -0.9% |
| 7D | -6.4% | +0.7% | -7.1% | -6.4% |
| 30D | -6.1% | +1.0% | -7.1% | -6.2% |
| 3M | +7.8% | -2.0% | +9.8% | +7.9% |
| 6M | -8.8% | -18.1% | +9.3% | -7.4% |
| YTD | -19.1% | -36.1% | +17.0% | -16.2% |
| 1Y | -24.8% | -34.0% | +9.3% | -22.3% |
| 3Y | -37.6% | -26.7% | -10.9% | -36.4% |
| 5Y | -25.4% | -33.9% | +8.5% | -23.8% |
| All | -21.1% | +42.1% | -63.2% | -30.7% |
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