+1,715.0%
GS vs HDB
+3,812.1%
-2,097.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -1.6% | -2.8% | +1.2% | -0.5% |
| 3M | -4.5% | -3.5% | -0.9% | -3.7% |
| 6M | +20.9% | -24.7% | +45.6% | +34.5% |
| YTD | +19.9% | -36.6% | +56.5% | +42.8% |
| 1Y | +41.4% | -34.4% | +75.8% | +65.7% |
| 3Y | +239.2% | -24.4% | +263.6% | +266.0% |
| 5Y | +185.0% | -35.4% | +220.4% | +221.8% |
| 10Y | +655.0% | +39.5% | +615.4% | +475.9% |
| All | +1,715.0% | +3,812.1% | -2,097.1% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling