-10.1%
HDB vs GGLL
+154.9%
-165.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.7% |
| 7D | +13.3% | +3.1% | +10.2% | +13.1% |
| 30D | +13.6% | -36.3% | +49.9% | +16.4% |
| 3M | +5.8% | -40.4% | +46.1% | +8.7% |
| 6M | -1.9% | -54.6% | +52.7% | +2.2% |
| YTD | -31.2% | -31.1% | -0.1% | -30.4% |
| 1Y | -29.6% | -19.2% | -10.4% | -29.2% |
| 3Y | -10.1% | +151.5% | -161.6% | -12.2% |
| All | -10.1% | +154.9% | -165.0% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling