+18.7%
HPQ vs GD
+13.1%
+5.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.6% |
| 7D | +6.9% | -5.3% | +12.2% | +8.3% |
| 30D | +14.4% | -6.4% | +20.9% | +16.2% |
| 3M | +25.6% | +5.7% | +19.9% | +24.1% |
| 6M | +75.0% | -0.9% | +76.0% | +76.3% |
| YTD | +50.7% | +8.2% | +42.5% | +46.5% |
| 1Y | +18.7% | +13.4% | +5.2% | +12.7% |
| All | +18.7% | +13.1% | +5.5% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling