+1,418.5%
GS vs HDB
+4,068.7%
-2,650.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.5% | -7.9% | -7.0% |
| 7D | -6.3% | +13.3% | -19.6% | -11.1% |
| 30D | -3.1% | +10.2% | -13.3% | -7.2% |
| 3M | -17.7% | +3.6% | -21.2% | -19.2% |
| 6M | -4.6% | -0.5% | -4.0% | -5.4% |
| YTD | +0.3% | -32.4% | +32.7% | +15.9% |
| 1Y | +11.7% | -31.1% | +42.8% | +28.0% |
| 3Y | +183.6% | -12.6% | +196.2% | +187.1% |
| 5Y | +141.0% | -25.7% | +166.6% | +155.7% |
| 10Y | +507.4% | +56.5% | +450.9% | +340.0% |
| All | +1,418.5% | +4,068.7% | -2,650.1% | +298.9% |
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 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