+206.4%
HD vs GFI
+1,066.8%
-860.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | -3.8% | -4.9% | +1.0% | -3.6% |
| 30D | -9.4% | +10.7% | -20.2% | -9.9% |
| 3M | -4.6% | +25.6% | -30.2% | -5.8% |
| 6M | -10.1% | -8.3% | -1.8% | -10.1% |
| YTD | -8.3% | +6.3% | -14.6% | -9.1% |
| 1Y | -25.0% | +22.1% | -47.1% | -26.2% |
| 3Y | +1.5% | +289.2% | -287.6% | -6.3% |
| 5Y | +5.6% | +531.7% | -526.1% | -5.5% |
| All | +206.4% | +1,066.8% | -860.4% | +186.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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