+174.0%
GD vs HAS
+102.6%
+71.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.3% |
| 7D | -1.9% | +3.3% | -5.1% | -2.6% |
| 30D | +10.9% | +30.5% | -19.6% | +4.4% |
| 3M | -6.8% | +29.9% | -36.6% | -12.2% |
| 6M | +7.0% | +26.5% | -19.5% | +0.9% |
| YTD | +11.1% | +51.9% | -40.8% | -0.2% |
| 1Y | +7.0% | +60.9% | -53.9% | -5.2% |
| 3Y | +59.9% | +215.0% | -155.1% | +16.7% |
| 5Y | +102.5% | +51.5% | +51.0% | +76.6% |
| 10Y | +174.0% | +102.2% | +71.8% | +110.0% |
| All | +174.0% | +102.6% | +71.4% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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