+109.7%
GLD vs HPQ
+10.7%
+99.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.2% |
| 7D | -2.0% | -3.2% | +1.3% | -1.9% |
| 30D | -4.4% | -3.0% | -1.4% | -4.4% |
| 3M | -8.9% | +0.6% | -9.5% | -8.9% |
| 6M | -16.0% | +36.6% | -52.6% | -16.6% |
| YTD | -7.9% | +35.0% | -42.9% | -8.4% |
| 1Y | -3.9% | +23.1% | -26.9% | -4.2% |
| 3Y | +103.4% | +18.6% | +84.8% | +101.7% |
| 5Y | +109.7% | +10.3% | +99.4% | +107.2% |
| All | +109.7% | +10.7% | +99.1% | +107.2% |
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