+58.6%
GD vs HAS
+187.7%
-129.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.6% | -2.9% |
| 7D | +3.0% | +2.4% | +0.5% | +2.7% |
| 30D | +10.5% | +31.6% | -21.1% | +7.3% |
| 3M | -5.0% | +33.9% | -38.8% | -7.9% |
| 6M | +5.5% | +31.4% | -25.9% | +2.3% |
| YTD | +10.3% | +51.6% | -41.3% | +4.7% |
| 1Y | +8.2% | +65.2% | -57.0% | +1.5% |
| All | +58.6% | +187.7% | -129.2% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling