+486.7%
GS vs HDB
+57.5%
+429.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -1.0% |
| 7D | -3.2% | +13.3% | -16.6% | -7.7% |
| 30D | -2.4% | +13.6% | -16.0% | -7.1% |
| 3M | -15.7% | +5.8% | -21.5% | -17.8% |
| 6M | -6.8% | -1.9% | -4.9% | -7.0% |
| YTD | -0.1% | -31.2% | +31.1% | +13.4% |
| 1Y | +12.1% | -29.6% | +41.7% | +25.9% |
| 3Y | +185.8% | -10.1% | +195.9% | +185.2% |
| 5Y | +140.1% | -24.3% | +164.4% | +151.9% |
| All | +486.7% | +57.5% | +429.2% | +372.6% |
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 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