+15.9%
GS vs HDB
-27.9%
+43.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.7% | +2.0% | +4.0% |
| 7D | +0.8% | +13.7% | -12.9% | -2.2% |
| 30D | +1.2% | +15.8% | -14.6% | -2.3% |
| 3M | -12.4% | +9.2% | -21.6% | -14.3% |
| 6M | -2.3% | +3.2% | -5.5% | -3.8% |
| YTD | +4.6% | -29.4% | +34.0% | +5.0% |
| All | +15.9% | -27.9% | +43.9% | +15.6% |
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 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