+29.8%
HPQ vs GFS
-2.1%
+31.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.5% | +3.2% | +0.3% | +2.6% |
| 30D | +13.7% | -9.6% | +23.2% | +16.5% |
| 3M | +33.9% | -38.5% | +72.3% | +50.3% |
| 6M | +80.9% | -1.3% | +82.2% | +71.6% |
| YTD | +52.6% | +31.8% | +20.8% | +28.9% |
| 1Y | +21.2% | +44.6% | -23.3% | -1.3% |
| 3Y | +26.9% | -20.6% | +47.5% | +20.7% |
| All | +29.8% | -2.1% | +31.9% | +11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling