+141.0%
GS vs HDB
-26.0%
+166.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -6.8% |
| 7D | -6.3% | +13.3% | -19.6% | -10.0% |
| 30D | -3.1% | +10.2% | -13.3% | -6.2% |
| 3M | -17.7% | +3.6% | -21.2% | -18.8% |
| 6M | -4.6% | -0.5% | -4.0% | -5.2% |
| YTD | +0.3% | -32.4% | +32.7% | +12.6% |
| 1Y | +11.7% | -31.1% | +42.8% | +24.5% |
| 3Y | +183.6% | -12.6% | +196.2% | +184.4% |
| 5Y | +141.0% | -25.7% | +166.6% | +147.1% |
| All | +141.0% | -26.0% | +166.9% | +147.1% |
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