+35.6%
HPQ vs GTLB
-50.0%
+85.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.4% | +0.9% | -3.8% |
| 7D | -0.5% | +4.6% | -5.0% | -1.1% |
| 30D | +3.7% | +21.0% | -17.3% | +1.0% |
| 3M | +24.3% | +51.7% | -27.4% | +17.2% |
| 6M | +64.8% | +89.3% | -24.5% | +50.6% |
| YTD | +43.9% | +25.6% | +18.3% | +37.8% |
| 1Y | +11.7% | -1.5% | +13.2% | +9.6% |
| 3Y | +19.7% | -9.9% | +29.6% | +15.2% |
| All | +35.6% | -50.0% | +85.6% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling