+0.3%
GLD vs HDB
-27.9%
+28.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | +1.4% |
| 7D | +4.9% | +13.7% | -8.8% | +2.6% |
| 30D | -1.3% | +15.8% | -17.2% | -3.8% |
| 3M | -4.8% | +9.2% | -14.0% | -6.3% |
| 6M | -12.5% | +3.2% | -15.7% | -13.5% |
| YTD | -4.2% | -29.4% | +25.1% | -8.6% |
| All | +0.3% | -27.9% | +28.2% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling