-25.7%
HDB vs GGLL
+328.4%
-354.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -2.0% | +1.9% | -3.9% | -2.2% |
| 30D | -4.9% | -9.7% | +4.9% | -4.1% |
| 3M | -2.3% | -18.0% | +15.7% | -1.2% |
| 6M | -23.7% | +15.3% | -39.0% | -25.2% |
| YTD | -38.5% | +2.2% | -40.7% | -39.2% |
| 1Y | -36.5% | +73.1% | -109.5% | -39.6% |
| 3Y | -28.5% | +242.7% | -271.1% | -37.6% |
| All | -25.7% | +328.4% | -354.1% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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