-14.7%
HDB vs GGLL
+195.8%
-210.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.2% | +2.5% |
| 7D | +13.7% | +6.3% | +7.4% | +13.2% |
| 30D | +15.8% | -35.1% | +50.9% | +19.3% |
| 3M | +9.2% | -37.7% | +46.9% | +12.7% |
| 6M | +3.2% | -54.1% | +57.3% | +8.6% |
| YTD | -29.4% | -29.4% | +0.1% | -28.5% |
| 1Y | -27.9% | -13.4% | -14.5% | -28.2% |
| 3Y | -5.9% | +158.3% | -164.2% | -16.7% |
| All | -14.7% | +195.8% | -210.5% | -29.2% |
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