+700.9%
GLD vs HPQ
+447.4%
+253.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | +0.1% |
| 7D | -4.6% | +3.2% | -7.7% | -4.6% |
| 30D | -5.5% | -3.6% | -1.9% | -5.4% |
| 3M | -10.9% | -5.3% | -5.6% | -10.9% |
| 6M | -17.4% | +41.1% | -58.6% | -18.0% |
| YTD | -10.3% | +36.9% | -47.2% | -10.9% |
| 1Y | -7.2% | +23.5% | -30.7% | -7.6% |
| 3Y | +96.9% | +19.6% | +77.3% | +95.6% |
| 5Y | +103.8% | +11.4% | +92.3% | +102.2% |
| 10Y | +203.5% | +160.6% | +42.9% | +196.1% |
| All | +700.9% | +447.4% | +253.5% | +662.7% |
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