+138.9%
GLD vs HPQ
+30.6%
+108.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.7% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +0.3% | +3.7% | -3.4% | +0.3% |
| 3M | +0.6% | +24.3% | -23.7% | +0.2% |
| 6M | -15.6% | +64.8% | -80.3% | -16.4% |
| YTD | +0.9% | +43.9% | -43.0% | +0.2% |
| 1Y | +19.4% | +11.7% | +7.7% | +19.3% |
| 3Y | +124.5% | +19.7% | +104.8% | +123.0% |
| 5Y | +138.9% | +32.2% | +106.7% | +139.9% |
| All | +138.9% | +30.6% | +108.4% | +139.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling