+128.5%
GLD vs HPQ
+23.9%
+104.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -0.8% |
| 7D | -0.5% | +6.9% | -7.5% | -0.5% |
| 30D | +4.4% | +14.4% | -10.0% | +4.4% |
| 3M | -1.1% | +25.6% | -26.7% | -1.2% |
| 6M | -13.8% | +75.0% | -88.8% | -14.0% |
| YTD | +2.6% | +50.7% | -48.0% | +2.6% |
| 1Y | +24.5% | +18.7% | +5.9% | +24.9% |
| All | +128.5% | +23.9% | +104.6% | +128.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling