+243.8%
HPQ vs GFI
+1,093.3%
-849.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.0% | +7.4% | +8.4% |
| 7D | +9.8% | -2.7% | +12.4% | +9.8% |
| 30D | +22.4% | +13.2% | +9.1% | +21.9% |
| 3M | +45.2% | +28.5% | +16.7% | +44.1% |
| 6M | +96.4% | -6.2% | +102.6% | +96.3% |
| YTD | +65.4% | +8.7% | +56.7% | +64.3% |
| 1Y | +31.6% | +24.8% | +6.7% | +30.0% |
| 3Y | +37.0% | +298.0% | -261.0% | +29.6% |
| 5Y | +53.0% | +546.0% | -493.0% | +41.9% |
| All | +243.8% | +1,093.3% | -849.5% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling