-19.8%
HD vs GPC
+0.2%
-20.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -8.4% | +5.1% | -13.6% | -10.5% |
| 3M | +4.3% | +41.5% | -37.2% | -11.3% |
| 6M | -11.1% | +21.8% | -32.9% | -20.3% |
| YTD | -4.7% | +14.6% | -19.2% | -16.7% |
| 1Y | -19.8% | +1.3% | -21.1% | -26.5% |
| All | -19.8% | +0.2% | -20.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling