-19.8%
HD vs GTLB
+14.4%
-34.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.1% | +1.0% |
| 7D | -2.1% | +11.1% | -13.1% | -1.8% |
| 30D | -8.4% | +37.8% | -46.2% | -7.6% |
| 3M | +4.3% | +61.6% | -57.2% | +5.6% |
| 6M | -11.1% | +98.9% | -110.1% | -8.6% |
| YTD | -4.7% | +32.8% | -37.4% | -3.6% |
| 1Y | -19.8% | +14.7% | -34.5% | -20.3% |
| All | -19.8% | +14.4% | -34.2% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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