+41.5%
HDB vs GME
+285.6%
-244.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.7% | +3.1% | +6.8% |
| 7D | +0.7% | +10.4% | -9.7% | +0.5% |
| 30D | +1.0% | +14.1% | -13.1% | +0.7% |
| 3M | -2.0% | -4.6% | +2.7% | -1.9% |
| 6M | -18.1% | -13.5% | -4.6% | -17.9% |
| YTD | -36.1% | +5.3% | -41.5% | -36.2% |
| 1Y | -34.0% | -14.9% | -19.2% | -33.9% |
| 3Y | -26.7% | +24.3% | -51.0% | -28.9% |
| 5Y | -33.9% | -55.6% | +21.7% | -35.5% |
| All | +41.5% | +285.6% | -244.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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