+249.0%
GIS vs HDB
+4,291.4%
-4,042.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -4.6% | +6.9% | -11.5% | -5.3% |
| 30D | +6.6% | +15.2% | -8.6% | +5.0% |
| 3M | -8.1% | +11.7% | -19.8% | -9.2% |
| 6M | +4.9% | +7.5% | -2.6% | +3.8% |
| YTD | -21.4% | -28.8% | +7.4% | -18.9% |
| 1Y | -21.6% | -29.1% | +7.5% | -19.1% |
| 3Y | -39.3% | -7.0% | -32.3% | -39.5% |
| 5Y | -33.2% | -22.1% | -11.1% | -32.8% |
| 10Y | -17.3% | +64.9% | -82.2% | -25.7% |
| All | +249.0% | +4,291.4% | -4,042.4% | +132.0% |
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