+4.5%
HD vs GFI
+515.1%
-510.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.9% | +1.3% | -1.4% |
| 7D | -3.9% | -5.1% | +1.3% | -3.6% |
| 30D | -13.1% | +13.4% | -26.6% | -13.9% |
| 3M | -3.4% | +36.2% | -39.7% | -5.5% |
| 6M | -12.6% | -9.8% | -2.7% | -12.6% |
| YTD | -9.2% | +7.7% | -16.9% | -10.3% |
| 1Y | -23.9% | +27.2% | -51.1% | -25.7% |
| 3Y | +0.4% | +300.3% | -299.9% | -10.8% |
| 5Y | +4.5% | +539.8% | -535.3% | -7.6% |
| All | +4.5% | +515.1% | -510.6% | -7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling