+257.9%
HD vs GPC
+93.7%
+164.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +1.8% |
| 7D | +3.6% | +0.8% | +2.8% | +3.2% |
| 30D | +21.6% | -1.1% | +22.6% | +22.1% |
| 3M | +0.1% | -6.6% | +6.8% | +3.4% |
| 6M | +13.0% | +22.2% | -9.2% | +1.9% |
| YTD | +4.9% | +5.1% | -0.1% | +0.7% |
| 1Y | -2.1% | +2.8% | -4.9% | -5.0% |
| 3Y | +32.6% | +2.4% | +30.2% | +24.3% |
| 5Y | +8.2% | +7.8% | +0.5% | -2.1% |
| 10Y | +257.9% | +87.2% | +170.7% | +133.9% |
| All | +257.9% | +93.7% | +164.2% | +133.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling