+22.4%
HPQ vs GFS
-3.9%
+26.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.3% | -4.2% | -4.4% |
| 7D | -0.5% | +2.6% | -3.1% | -1.2% |
| 30D | +3.7% | -16.4% | +20.1% | +8.5% |
| 3M | +24.3% | -41.6% | +65.9% | +41.7% |
| 6M | +64.8% | -3.7% | +68.4% | +57.3% |
| YTD | +43.9% | +29.3% | +14.6% | +22.2% |
| 1Y | +11.7% | +37.1% | -25.5% | -7.6% |
| 3Y | +19.7% | -22.1% | +41.8% | +14.4% |
| All | +22.4% | -3.9% | +26.4% | +6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling