+51.0%
HPQ vs GFI
+524.1%
-473.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -1.3% | +9.7% | +8.4% |
| 7D | +9.8% | -4.9% | +14.6% | +9.9% |
| 30D | +22.4% | +10.7% | +11.6% | +21.8% |
| 3M | +45.2% | +25.6% | +19.5% | +43.7% |
| 6M | +96.4% | -8.3% | +104.7% | +96.6% |
| YTD | +65.4% | +6.3% | +59.1% | +63.8% |
| 1Y | +31.6% | +22.1% | +9.5% | +29.0% |
| 3Y | +37.0% | +289.2% | -252.2% | +22.9% |
| All | +51.0% | +524.1% | -473.1% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling