+2,880.2%
HPQ vs GIS
+1,457.4%
+1,422.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.4% |
| 7D | +1.3% | -8.6% | +9.9% | +3.9% |
| 30D | +8.7% | -0.5% | +9.1% | +8.6% |
| 3M | +31.5% | +11.9% | +19.6% | +26.8% |
| 6M | +76.0% | -11.6% | +87.6% | +81.3% |
| YTD | +49.5% | -16.3% | +65.9% | +56.3% |
| 1Y | +17.3% | -21.8% | +39.0% | +24.6% |
| 3Y | +24.4% | -35.7% | +60.0% | +38.0% |
| 5Y | +37.3% | -22.9% | +60.2% | +41.7% |
| 10Y | +223.0% | -16.8% | +239.8% | +212.5% |
| All | +2,880.2% | +1,457.4% | +1,422.8% | +776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling