+2,909.2%
HPQ vs GFI
+682.6%
+2,226.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.3% | +4.9% |
| 7D | +2.2% | +4.7% | -2.5% | +2.1% |
| 30D | +9.7% | +14.4% | -4.7% | +9.1% |
| 3M | +32.7% | +32.5% | +0.2% | +31.1% |
| 6M | +77.7% | -7.2% | +84.9% | +77.5% |
| YTD | +51.0% | +10.9% | +40.1% | +49.5% |
| 1Y | +18.4% | +35.5% | -17.1% | +16.1% |
| 3Y | +25.6% | +312.1% | -286.6% | +16.9% |
| 5Y | +38.6% | +524.6% | -485.9% | +25.8% |
| 10Y | +226.1% | +1,092.7% | -866.6% | +181.7% |
| All | +2,909.2% | +682.6% | +2,226.6% | +2,554.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling