-29.2%
HDB vs GGLL
-19.1%
-10.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +12.7% | +5.1% | +7.6% | +12.2% |
| 30D | +16.6% | -35.5% | +52.1% | +21.2% |
| 3M | +10.8% | -39.2% | +49.9% | +15.7% |
| 6M | +3.8% | -54.4% | +58.2% | +12.5% |
| YTD | -28.9% | -29.8% | +0.9% | -29.7% |
| All | -29.2% | -19.1% | -10.2% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling