+218.2%
GLD vs HPE
+533.2%
-315.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.8% |
| 7D | +0.1% | +13.6% | -13.5% | -0.1% |
| 30D | +0.2% | +7.7% | -7.5% | 0.0% |
| 3M | +3.2% | +22.4% | -19.2% | +2.8% |
| 6M | -14.6% | +172.6% | -187.2% | -15.5% |
| YTD | +1.8% | +147.5% | -145.7% | +0.8% |
| 1Y | +20.7% | +151.8% | -131.0% | +19.5% |
| 3Y | +126.5% | +267.1% | -140.6% | +123.5% |
| 5Y | +140.0% | +362.8% | -222.7% | +137.2% |
| 10Y | +218.2% | +540.2% | -321.9% | +211.8% |
| All | +218.2% | +533.2% | -315.0% | +211.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling