+21.7%
HPQ vs GGLL
+195.8%
-174.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.0% |
| 7D | -0.6% | +6.3% | -7.0% | -1.4% |
| 30D | -6.5% | -35.1% | +28.6% | -2.0% |
| 3M | -5.1% | -37.7% | +32.6% | -0.3% |
| 6M | +27.3% | -54.1% | +81.4% | +37.9% |
| YTD | +31.7% | -29.4% | +61.1% | +32.9% |
| 1Y | +13.0% | -13.4% | +26.4% | +9.7% |
| 3Y | +18.3% | +158.3% | -140.0% | -12.7% |
| All | +21.7% | +195.8% | -174.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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