+25.9%
HD vs GTLB
+12.7%
+13.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.7% |
| 7D | +4.3% | -11.1% | +15.4% | +5.1% |
| 30D | +20.2% | -7.5% | +27.7% | +20.6% |
| 3M | -1.0% | +34.8% | -35.8% | -3.3% |
| 6M | +7.9% | +98.0% | -90.1% | +2.3% |
| YTD | +2.0% | +28.1% | -26.2% | 0.0% |
| 1Y | -4.3% | +5.6% | -9.9% | -4.4% |
| 3Y | +25.9% | +15.9% | +10.0% | +15.4% |
| All | +25.9% | +12.7% | +13.2% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling