-27.4%
HDB vs GTLB
-49.8%
+22.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +4.1% | -3.5% | +7.6% | +4.3% |
| 30D | +13.0% | -9.0% | +22.0% | +13.5% |
| 3M | +11.3% | +15.9% | -4.6% | +9.9% |
| 6M | +6.9% | +104.9% | -97.9% | +1.6% |
| YTD | -29.6% | +26.0% | -55.6% | -31.3% |
| 1Y | -29.5% | +1.8% | -31.3% | -30.3% |
| 3Y | -8.1% | +6.0% | -14.1% | -11.8% |
| 5Y | -23.4% | -62.2% | +38.8% | -28.2% |
| All | -27.4% | -49.8% | +22.4% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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