+61.3%
HDB vs GPC
+93.7%
-32.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.3% | +0.3% | +1.9% |
| 7D | +13.7% | +0.8% | +12.9% | +13.4% |
| 30D | +15.8% | -1.1% | +16.9% | +16.2% |
| 3M | +9.2% | -6.6% | +15.9% | +11.7% |
| 6M | +3.2% | +22.2% | -19.1% | -4.8% |
| YTD | -29.4% | +5.1% | -34.4% | -32.0% |
| 1Y | -27.9% | +2.8% | -30.7% | -30.2% |
| 3Y | -5.9% | +2.4% | -8.2% | -12.2% |
| 5Y | -23.5% | +7.8% | -31.3% | -32.1% |
| 10Y | +61.3% | +87.2% | -25.9% | +4.6% |
| All | +61.3% | +93.7% | -32.4% | +4.6% |
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