+18.1%
HPQ vs GD
+8.1%
+10.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.4% |
| 7D | +0.5% | -1.9% | +2.4% | +0.7% |
| 30D | -5.9% | +10.9% | -16.8% | -7.7% |
| 3M | -3.7% | -6.8% | +3.1% | -2.3% |
| 6M | +28.1% | +7.0% | +21.1% | +26.6% |
| YTD | +32.5% | +11.1% | +21.4% | +30.0% |
| 1Y | +18.1% | +7.0% | +11.1% | +18.5% |
| All | +18.1% | +8.1% | +10.0% | +18.5% |
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