+31,139.8%
HD vs GD
+20,186.5%
+10,953.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.5% |
| 7D | -2.1% | -5.3% | +3.2% | -0.2% |
| 30D | -8.4% | -6.4% | -2.0% | -6.3% |
| 3M | +4.3% | +5.7% | -1.4% | +2.1% |
| 6M | -11.1% | -0.9% | -10.2% | -11.2% |
| YTD | -4.7% | +8.2% | -12.8% | -7.8% |
| 1Y | -19.8% | +13.4% | -33.2% | -23.8% |
| 3Y | +4.1% | +68.5% | -64.4% | -14.7% |
| 5Y | +10.3% | +97.2% | -86.8% | -14.9% |
| 10Y | +203.2% | +190.2% | +13.0% | +102.7% |
| All | +31,139.8% | +20,186.5% | +10,953.3% | +9,748.5% |
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