+217.1%
GLD vs HDB
+38.3%
+178.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +0.4% | -1.0% | -0.5% |
| 30D | +4.4% | -2.8% | +7.2% | +4.5% |
| 3M | -1.1% | -3.5% | +2.4% | -1.0% |
| 6M | -13.8% | -24.7% | +10.9% | -13.1% |
| YTD | +2.6% | -36.6% | +39.2% | +3.8% |
| 1Y | +24.5% | -34.4% | +58.9% | +25.8% |
| 3Y | +125.8% | -24.4% | +150.2% | +127.0% |
| 5Y | +137.8% | -35.4% | +173.1% | +140.0% |
| All | +217.1% | +38.3% | +178.8% | +212.9% |
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