-23.4%
HDB vs GGLL
+328.7%
-352.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +0.4% | -4.8% | +5.2% | +0.8% |
| 30D | -2.8% | -13.7% | +10.9% | -1.7% |
| 3M | -3.5% | -21.9% | +18.3% | -2.1% |
| 6M | -24.7% | +11.7% | -36.4% | -26.0% |
| YTD | -36.6% | +2.3% | -38.8% | -37.3% |
| 1Y | -34.4% | +76.2% | -110.5% | -37.7% |
| 3Y | -24.4% | +245.0% | -269.4% | -34.1% |
| All | -23.4% | +328.7% | -352.1% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling