+70.8%
GD vs HAS
+44.2%
+26.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -5.3% | -1.8% | -3.5% | -5.1% |
| 30D | -6.4% | +2.3% | -8.7% | -6.7% |
| 3M | +5.7% | +10.4% | -4.7% | +4.6% |
| 6M | -0.9% | -3.2% | +2.3% | -0.8% |
| YTD | +8.2% | +15.4% | -7.3% | +5.9% |
| 1Y | +13.4% | +18.8% | -5.4% | +10.6% |
| All | +70.8% | +44.2% | +26.6% | +56.4% |
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