+185.7%
GS vs HDB
-35.4%
+221.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -1.6% | -2.8% | +1.2% | -0.7% |
| 3M | -4.5% | -3.5% | -0.9% | -3.9% |
| 6M | +20.9% | -24.7% | +45.6% | +31.6% |
| YTD | +19.9% | -36.6% | +56.5% | +37.9% |
| 1Y | +41.4% | -34.4% | +75.8% | +60.4% |
| 3Y | +239.2% | -24.4% | +263.6% | +259.5% |
| All | +185.7% | -35.4% | +221.2% | +216.9% |
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