+218.2%
GLD vs HPQ
+216.0%
+2.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.8% |
| 7D | +0.1% | +2.2% | -2.1% | +0.1% |
| 30D | +0.2% | +9.7% | -9.5% | 0.0% |
| 3M | +3.2% | +32.7% | -29.5% | +2.7% |
| 6M | -14.6% | +77.7% | -92.3% | -15.6% |
| YTD | +1.8% | +51.0% | -49.2% | +0.9% |
| 1Y | +20.7% | +18.4% | +2.3% | +20.3% |
| 3Y | +126.5% | +25.6% | +100.9% | +124.8% |
| 5Y | +140.0% | +38.6% | +101.4% | +136.9% |
| 10Y | +218.2% | +226.1% | -7.9% | +198.3% |
| All | +218.2% | +216.0% | +2.2% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 HPQ 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