+55.8%
HPQ vs GTLB
-50.1%
+106.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.7% | +9.1% | +8.5% |
| 7D | +9.8% | -5.7% | +15.5% | +10.6% |
| 30D | +22.4% | +15.1% | +7.2% | +19.9% |
| 3M | +45.2% | +65.5% | -20.3% | +35.4% |
| 6M | +96.4% | +102.9% | -6.5% | +78.0% |
| YTD | +65.4% | +25.2% | +40.2% | +58.4% |
| 1Y | +31.6% | -5.5% | +37.1% | +29.9% |
| 3Y | +37.0% | -10.9% | +47.9% | +32.0% |
| All | +55.8% | -50.1% | +106.0% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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