+243.8%
HPQ vs GIS
-19.5%
+263.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.3% | +8.7% | +8.4% |
| 7D | +9.8% | -6.4% | +16.1% | +10.9% |
| 30D | +22.4% | -6.1% | +28.5% | +23.4% |
| 3M | +45.2% | +7.8% | +37.3% | +43.2% |
| 6M | +96.4% | -8.8% | +105.2% | +98.5% |
| YTD | +65.4% | -19.1% | +84.5% | +70.2% |
| 1Y | +31.6% | -24.8% | +56.3% | +36.6% |
| 3Y | +37.0% | -37.6% | +74.6% | +45.1% |
| 5Y | +53.0% | -25.4% | +78.4% | +56.0% |
| All | +243.8% | -19.5% | +263.4% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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