+243.8%
HPQ vs GAP
+31.2%
+212.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.9% | +5.5% | +7.7% |
| 7D | +9.8% | -4.1% | +13.9% | +10.8% |
| 30D | +22.4% | +6.2% | +16.1% | +20.4% |
| 3M | +45.2% | -0.7% | +45.8% | +44.8% |
| 6M | +96.4% | -7.1% | +103.6% | +96.5% |
| YTD | +65.4% | -14.1% | +79.5% | +67.7% |
| 1Y | +31.6% | -8.5% | +40.1% | +30.9% |
| 3Y | +37.0% | +115.4% | -78.3% | +3.3% |
| 5Y | +53.0% | +9.8% | +43.2% | +27.2% |
| All | +243.8% | +31.2% | +212.6% | +136.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling