+185.8%
GS vs HDB
-11.1%
+196.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.1% | -0.8% |
| 7D | -3.2% | +13.3% | -16.6% | -6.1% |
| 30D | -2.4% | +13.6% | -16.0% | -5.5% |
| 3M | -15.7% | +5.8% | -21.5% | -17.0% |
| 6M | -6.8% | -1.9% | -4.9% | -6.9% |
| YTD | -0.1% | -31.2% | +31.1% | +7.7% |
| 1Y | +12.1% | -29.6% | +41.7% | +20.1% |
| 3Y | +185.8% | -10.1% | +195.9% | +182.8% |
| All | +185.8% | -11.1% | +196.9% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling