+816.6%
GLD vs HPQ
+502.7%
+313.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.1% | -0.9% |
| 7D | -0.5% | +6.9% | -7.5% | -0.6% |
| 30D | +4.4% | +14.4% | -10.0% | +4.2% |
| 3M | -1.1% | +25.6% | -26.7% | -1.5% |
| 6M | -13.8% | +75.0% | -88.8% | -14.7% |
| YTD | +2.6% | +50.7% | -48.0% | +1.9% |
| 1Y | +24.5% | +18.7% | +5.9% | +24.0% |
| 3Y | +125.8% | +21.5% | +104.3% | +124.4% |
| 5Y | +137.8% | +31.6% | +106.2% | +135.4% |
| 10Y | +221.4% | +216.1% | +5.3% | +212.6% |
| All | +816.6% | +502.7% | +313.9% | +771.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling