+206.1%
GLD vs HPE
+370.3%
-164.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +0.2% |
| 7D | -4.6% | +7.9% | -12.4% | -4.7% |
| 30D | -5.5% | -23.5% | +18.0% | -5.0% |
| 3M | -10.9% | -19.1% | +8.2% | -10.6% |
| 6M | -17.4% | +51.4% | -68.8% | -17.8% |
| YTD | -10.3% | +103.4% | -113.8% | -11.0% |
| 1Y | -7.2% | +114.4% | -121.6% | -7.9% |
| 3Y | +96.9% | +224.7% | -127.8% | +94.9% |
| 5Y | +103.8% | +277.8% | -174.0% | +101.7% |
| All | +206.1% | +370.3% | -164.1% | +203.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling