+22.6%
HPQ vs GGLL
+188.6%
-166.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -3.5% |
| 7D | -1.1% | +3.1% | -4.2% | -1.5% |
| 30D | -11.7% | -36.3% | +24.6% | -7.4% |
| 3M | +2.0% | -40.4% | +42.3% | +7.7% |
| 6M | +35.9% | -54.6% | +90.5% | +47.4% |
| YTD | +32.7% | -31.1% | +63.8% | +34.3% |
| 1Y | +14.3% | -19.2% | +33.5% | +12.2% |
| 3Y | +17.8% | +151.5% | -133.7% | -12.7% |
| All | +22.6% | +188.6% | -166.0% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling