+26.4%
HPQ vs GIS
-37.3%
+63.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +4.1% | +1.5% |
| 7D | +3.5% | -8.4% | +11.9% | +4.7% |
| 30D | +13.7% | -5.2% | +18.9% | +14.4% |
| 3M | +33.9% | +8.2% | +25.7% | +32.4% |
| 6M | +80.9% | -12.0% | +92.9% | +82.7% |
| YTD | +52.6% | -18.9% | +71.4% | +55.6% |
| 1Y | +21.2% | -23.6% | +44.9% | +24.2% |
| All | +26.4% | -37.3% | +63.7% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling