+20.4%
HPQ vs GGLL
-15.1%
+35.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.4% |
| 7D | -1.9% | +11.5% | -13.4% | -2.2% |
| 30D | -5.7% | -31.2% | +25.5% | -5.4% |
| 3M | -0.4% | -28.7% | +28.3% | -0.1% |
| 6M | +40.0% | -47.2% | +87.2% | +40.3% |
| YTD | +34.6% | -24.3% | +58.9% | +35.1% |
| 1Y | +20.4% | -12.0% | +32.4% | +19.4% |
| All | +20.4% | -15.1% | +35.4% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling