-4.3%
HD vs GPC
+2.6%
-6.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.2% |
| 7D | +4.3% | +1.6% | +2.8% | +3.7% |
| 30D | +20.2% | -2.1% | +22.3% | +21.2% |
| 3M | -1.0% | -6.8% | +5.8% | +2.2% |
| 6M | +7.9% | +18.6% | -10.7% | -1.2% |
| YTD | +2.0% | +2.7% | -0.7% | -9.5% |
| 1Y | -4.3% | +1.8% | -6.1% | -16.6% |
| All | -4.3% | +2.6% | -6.9% | -16.6% |
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