+3,595.5%
HDB vs GME
+1,082.6%
+2,512.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +0.4% | +7.2% | -6.8% | 0.0% |
| 30D | -2.8% | +0.8% | -3.6% | -2.9% |
| 3M | -3.5% | -14.0% | +10.4% | -2.6% |
| 6M | -24.7% | -19.7% | -5.0% | -23.8% |
| YTD | -36.6% | -4.6% | -32.0% | -36.6% |
| 1Y | -34.4% | -14.3% | -20.0% | -34.0% |
| 3Y | -24.4% | +4.0% | -28.4% | -31.5% |
| 5Y | -35.4% | -62.2% | +26.8% | -40.0% |
| 10Y | +39.5% | +241.4% | -201.8% | -48.4% |
| All | +3,595.5% | +1,082.6% | +2,512.9% | +942.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling