+31,139.8%
HD vs GPC
+2,341.8%
+28,798.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -2.1% | +1.2% | -3.2% | -2.7% |
| 30D | -8.4% | +6.0% | -14.4% | -11.4% |
| 3M | +4.3% | +42.6% | -38.3% | -15.1% |
| 6M | -11.1% | +22.8% | -33.9% | -21.5% |
| YTD | -4.7% | +15.5% | -20.1% | -13.8% |
| 1Y | -19.8% | +2.0% | -21.9% | -22.3% |
| 3Y | +4.1% | -1.4% | +5.5% | -1.8% |
| 5Y | +10.3% | +30.6% | -20.3% | -12.5% |
| 10Y | +203.2% | +80.6% | +122.6% | +85.4% |
| All | +31,139.8% | +2,341.8% | +28,798.0% | +3,839.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling