+3,585.8%
HDB vs GFI
+1,985.8%
+1,600.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -1.7% |
| 7D | -4.9% | +4.7% | -9.6% | -5.4% |
| 30D | -5.8% | +14.4% | -20.3% | -7.3% |
| 3M | -5.2% | +32.5% | -37.7% | -8.5% |
| 6M | -25.7% | -7.2% | -18.6% | -25.7% |
| YTD | -39.6% | +10.9% | -50.4% | -41.0% |
| 1Y | -36.9% | +35.5% | -72.4% | -40.1% |
| 3Y | -29.7% | +312.1% | -341.9% | -42.5% |
| 5Y | -37.8% | +524.6% | -562.3% | -53.2% |
| 10Y | +33.7% | +1,092.7% | -1,059.0% | -16.5% |
| All | +3,585.8% | +1,985.8% | +1,600.0% | +2,825.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling