-15.0%
HDB vs GGLL
+217.5%
-232.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.5% |
| 7D | +4.1% | +11.5% | -7.4% | +3.2% |
| 30D | +13.0% | -31.2% | +44.2% | +15.8% |
| 3M | +11.3% | -28.7% | +39.9% | +13.6% |
| 6M | +6.9% | -47.2% | +54.1% | +11.3% |
| YTD | -29.6% | -24.3% | -5.4% | -29.2% |
| 1Y | -29.5% | -12.0% | -17.5% | -29.9% |
| 3Y | -8.1% | +169.6% | -177.8% | -18.8% |
| All | -15.0% | +217.5% | -232.5% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling