+260.9%
HD vs GD
+192.5%
+68.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.5% |
| 7D | +6.4% | -3.9% | +10.3% | +8.2% |
| 30D | +22.1% | +8.1% | +14.0% | +17.6% |
| 3M | -0.2% | -6.8% | +6.6% | +2.9% |
| 6M | +12.6% | +3.0% | +9.6% | +10.4% |
| YTD | +3.9% | +7.8% | -3.9% | -0.9% |
| 1Y | -3.7% | +5.8% | -9.5% | -7.5% |
| 3Y | +27.9% | +55.3% | -27.5% | -0.2% |
| 5Y | +7.8% | +96.7% | -88.9% | -27.0% |
| All | +260.9% | +192.5% | +68.4% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling