+13.1%
HPQ vs GD
+99.6%
-86.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +3.2% | +2.7% | +0.5% | +2.0% |
| 30D | -3.6% | +8.6% | -12.2% | -7.2% |
| 3M | -5.3% | -7.1% | +1.8% | -2.5% |
| 6M | +41.1% | +7.5% | +33.7% | +35.6% |
| YTD | +36.9% | +9.9% | +26.9% | +29.4% |
| 1Y | +23.5% | +7.6% | +16.0% | +18.0% |
| 3Y | +19.6% | +56.2% | -36.6% | -7.9% |
| All | +13.1% | +99.6% | -86.5% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling