+2,544.1%
HPQ vs GD
+19,982.5%
-17,438.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -1.1% | -5.0% | +3.9% | +0.8% |
| 30D | -11.7% | +8.9% | -20.6% | -14.7% |
| 3M | +2.0% | -8.0% | +10.0% | +5.0% |
| 6M | +35.9% | +2.9% | +33.0% | +33.5% |
| YTD | +32.7% | +7.1% | +25.6% | +27.9% |
| 1Y | +14.3% | +5.9% | +8.4% | +10.6% |
| 3Y | +17.8% | +53.9% | -36.0% | -2.1% |
| 5Y | +7.6% | +95.4% | -87.9% | -18.6% |
| 10Y | +171.7% | +193.5% | -21.8% | +78.1% |
| All | +2,544.1% | +19,982.5% | -17,438.4% | +822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling