+457.2%
GS vs HDB
+61.4%
+395.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.2% |
| 7D | +1.6% | +12.7% | -11.1% | -2.8% |
| 30D | +1.7% | +16.6% | -14.9% | -4.1% |
| 3M | -11.6% | +10.8% | -22.4% | -15.2% |
| 6M | -1.9% | +3.8% | -5.7% | -4.2% |
| YTD | +5.1% | -28.9% | +34.0% | +17.8% |
| 1Y | +16.4% | -28.0% | +44.4% | +29.8% |
| 3Y | +199.0% | -7.2% | +206.1% | +194.9% |
| 5Y | +157.4% | -22.2% | +179.7% | +167.5% |
| 10Y | +457.2% | +63.6% | +393.7% | +342.1% |
| All | +457.2% | +61.4% | +395.8% | +342.1% |
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