+17.4%
HPQ vs GD
+6.6%
+10.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.0% |
| 7D | -0.6% | -3.0% | +2.4% | -0.3% |
| 30D | -6.5% | +9.3% | -15.8% | -8.0% |
| 3M | -5.1% | -7.2% | +2.1% | -3.7% |
| 6M | +27.3% | +5.5% | +21.8% | +26.0% |
| YTD | +31.7% | +9.5% | +22.2% | +29.5% |
| All | +17.4% | +6.6% | +10.8% | +18.0% |
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