+41.5%
HDB vs GFI
+1,066.8%
-1,025.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.3% | +8.1% | +6.9% |
| 7D | +0.7% | -4.9% | +5.5% | +0.9% |
| 30D | +1.0% | +10.7% | -9.7% | +0.4% |
| 3M | -2.0% | +25.6% | -27.6% | -3.2% |
| 6M | -18.1% | -8.3% | -9.8% | -18.1% |
| YTD | -36.1% | +6.3% | -42.4% | -36.6% |
| 1Y | -34.0% | +22.1% | -56.1% | -35.1% |
| 3Y | -26.7% | +289.2% | -315.9% | -31.9% |
| 5Y | -33.9% | +531.7% | -565.5% | -40.7% |
| All | +41.5% | +1,066.8% | -1,025.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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