+154.7%
GS vs HDB
-22.9%
+177.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +5.1% | +4.1% | +1.0% | +3.8% |
| 30D | +2.4% | +13.0% | -10.5% | -1.6% |
| 3M | -11.5% | +11.3% | -22.7% | -14.7% |
| 6M | -2.5% | +6.9% | -9.5% | -5.3% |
| YTD | +5.5% | -29.6% | +35.1% | +16.9% |
| 1Y | +11.0% | -29.5% | +40.6% | +23.0% |
| 3Y | +200.1% | -8.1% | +208.2% | +196.0% |
| 5Y | +154.7% | -23.4% | +178.1% | +159.5% |
| All | +154.7% | -22.9% | +177.6% | +159.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling