+2.1%
HD vs GFI
+304.2%
-302.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.0% |
| 7D | -1.8% | +4.7% | -6.5% | -2.1% |
| 30D | -10.8% | +14.4% | -25.3% | -11.6% |
| 3M | -2.7% | +32.5% | -35.2% | -4.3% |
| 6M | -10.3% | -7.2% | -3.1% | -10.7% |
| YTD | -7.8% | +10.9% | -18.7% | -8.8% |
| 1Y | -23.1% | +35.5% | -58.6% | -24.6% |
| All | +2.1% | +304.2% | -302.1% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling