+21.3%
HPQ vs GFS
+15.5%
+5.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -5.9% | +11.8% | +6.2% |
| 7D | -7.8% | -12.5% | +4.7% | -6.9% |
| 30D | -4.9% | -16.9% | +12.0% | -3.8% |
| 3M | +4.9% | -22.3% | +27.1% | +6.1% |
| 6M | +47.1% | -40.2% | +87.3% | +49.2% |
| YTD | +39.5% | +16.0% | +23.5% | +27.9% |
| 1Y | +21.3% | +17.7% | +3.6% | +8.4% |
| All | +21.3% | +15.5% | +5.8% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling