+34.0%
HDB vs GPC
+79.8%
-45.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.0% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -4.9% | -0.4% | -4.5% | -4.8% |
| 3M | -2.3% | +39.2% | -41.5% | -13.6% |
| 6M | -23.7% | +18.2% | -41.9% | -28.7% |
| YTD | -38.5% | +12.1% | -50.6% | -42.0% |
| 1Y | -36.5% | -0.7% | -35.8% | -37.5% |
| 3Y | -28.5% | -1.7% | -26.8% | -32.0% |
| 5Y | -37.4% | +29.3% | -66.7% | -48.4% |
| 10Y | +34.0% | +80.7% | -46.6% | -13.4% |
| All | +34.0% | +79.8% | -45.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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