+40.7%
HPQ vs GFS
0.0%
+40.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +2.2% | +6.2% | +7.8% |
| 7D | +9.8% | +3.8% | +5.9% | +8.7% |
| 30D | +22.4% | -11.7% | +34.1% | +26.3% |
| 3M | +45.2% | -41.8% | +86.9% | +66.1% |
| 6M | +96.4% | +6.6% | +89.8% | +82.1% |
| YTD | +65.4% | +34.6% | +30.7% | +39.0% |
| 1Y | +31.6% | +46.2% | -14.6% | +6.9% |
| 3Y | +37.0% | -20.3% | +57.4% | +30.5% |
| All | +40.7% | 0.0% | +40.7% | +20.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling