+186.8%
GS vs HDB
-12.6%
+199.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.7% |
| 7D | -6.3% | +13.3% | -19.6% | -9.2% |
| 30D | -3.1% | +10.2% | -13.3% | -5.5% |
| 3M | -17.7% | +3.6% | -21.2% | -18.5% |
| 6M | -4.6% | -0.5% | -4.0% | -5.1% |
| YTD | +0.3% | -32.4% | +32.7% | +8.6% |
| 1Y | +11.7% | -31.1% | +42.8% | +20.3% |
| All | +186.8% | -12.6% | +199.5% | +185.0% |
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