-43.7%
GPN vs HDB
-34.5%
-9.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -2.3% |
| 7D | -4.3% | +0.7% | -5.0% | -4.6% |
| 30D | 0.0% | +1.0% | -1.0% | -0.4% |
| 3M | +35.8% | -2.0% | +37.8% | +35.6% |
| 6M | +22.0% | -18.1% | +40.1% | +29.5% |
| YTD | +15.2% | -36.1% | +51.3% | +33.2% |
| 1Y | +3.5% | -34.0% | +37.5% | +18.1% |
| 3Y | -26.9% | -26.7% | -0.2% | -21.4% |
| All | -43.7% | -34.5% | -9.1% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling