-5.2%
HD vs GFS
-2.1%
-3.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -1.8% | +4.5% | -6.3% | -2.5% |
| 30D | -10.8% | -8.2% | -2.7% | -9.9% |
| 3M | -2.7% | -38.9% | +36.2% | +3.9% |
| 6M | -10.3% | -2.9% | -7.4% | -12.8% |
| YTD | -7.8% | +31.8% | -39.6% | -15.7% |
| 1Y | -23.1% | +43.1% | -66.3% | -31.1% |
| 3Y | +2.0% | -20.6% | +22.7% | -0.9% |
| All | -5.2% | -2.1% | -3.0% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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