+2.8%
GLD vs HPE
+113.0%
-110.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -5.7% | +9.4% | +4.2% |
| 7D | -0.3% | -17.0% | +16.7% | +1.3% |
| 30D | -1.9% | -26.7% | +24.9% | +0.7% |
| 3M | -0.4% | -4.1% | +3.7% | -0.7% |
| 6M | -10.2% | +75.4% | -85.6% | -15.2% |
| YTD | -6.0% | +111.0% | -117.0% | -12.3% |
| 1Y | +2.8% | +116.4% | -113.6% | -4.6% |
| All | +2.8% | +113.0% | -110.2% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HPE.
Daily Out/Under-Performance
Portfolio return minus HPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPE 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 1y: compounded portfolio wealth divided by compounded HPE 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…
1y analysis · Full analysis span regression · 6 months rolling