-22.2%
HDB vs GPC
+4.3%
-26.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +14.1% | -6.3% | +20.4% | +15.8% |
| 3M | +11.8% | -8.2% | +20.0% | +14.0% |
| 6M | +8.2% | +27.1% | -18.9% | +1.5% |
| YTD | -29.3% | +3.1% | -32.4% | -31.0% |
| 1Y | -28.8% | +0.1% | -28.9% | -30.0% |
| 3Y | -7.5% | +0.2% | -7.7% | -12.3% |
| All | -22.2% | +4.3% | -26.6% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling