+33,321.4%
HD vs GD
+19,982.5%
+13,338.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | +4.3% | -5.0% | +9.3% | +6.1% |
| 30D | +20.2% | +8.9% | +11.3% | +16.6% |
| 3M | -1.0% | -8.0% | +7.0% | +1.7% |
| 6M | +7.9% | +2.9% | +5.0% | +6.5% |
| YTD | +2.0% | +7.1% | -5.1% | -1.2% |
| 1Y | -4.3% | +5.9% | -10.2% | -7.0% |
| 3Y | +25.9% | +53.9% | -27.9% | +6.6% |
| 5Y | +5.8% | +95.4% | -89.6% | -18.2% |
| 10Y | +262.5% | +193.5% | +69.0% | +141.3% |
| All | +33,321.4% | +19,982.5% | +13,338.9% | +10,461.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling