+103.2%
GLD vs HPE
+202.5%
-99.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -0.9% |
| 7D | +4.7% | -18.7% | +23.4% | +5.7% |
| 30D | -0.9% | -37.9% | +37.0% | +1.3% |
| 3M | -4.4% | -14.4% | +10.0% | -3.9% |
| 6M | -13.6% | +48.2% | -61.8% | -14.9% |
| YTD | -6.0% | +88.6% | -94.6% | -8.2% |
| 1Y | +1.8% | +94.8% | -93.0% | -0.8% |
| 3Y | +103.2% | +202.7% | -99.5% | +92.0% |
| All | +103.2% | +202.5% | -99.3% | +92.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling