-7.5%
HDB vs GTLB
+5.1%
-12.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +2.7% | -0.7% | +3.5% | +2.8% |
| 30D | +14.1% | -10.2% | +24.4% | +14.4% |
| 3M | +11.8% | +10.1% | +1.7% | +11.4% |
| 6M | +8.2% | +116.5% | -108.3% | +5.2% |
| YTD | -29.3% | +27.2% | -56.5% | -30.2% |
| 1Y | -28.8% | +8.6% | -37.3% | -29.3% |
| 3Y | -7.5% | +5.6% | -13.0% | -10.4% |
| All | -7.5% | +5.1% | -12.6% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling