+25.3%
GPN vs HDB
+42.1%
-16.7%
-70.2%
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% | -3.1% |
| 7D | -4.6% | +0.7% | -5.3% | -5.0% |
| 30D | -0.3% | +1.0% | -1.3% | -0.9% |
| 3M | +35.4% | -2.0% | +37.4% | +35.3% |
| 6M | +21.7% | -18.1% | +39.8% | +30.7% |
| YTD | +14.9% | -36.1% | +51.0% | +37.0% |
| 1Y | +3.2% | -34.0% | +37.2% | +21.1% |
| 3Y | -27.1% | -26.7% | -0.4% | -20.7% |
| 5Y | -44.4% | -33.9% | -10.5% | -38.0% |
| All | +25.3% | +42.1% | -16.7% | +6.1% |
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