+96.7%
GD vs HAS
+52.6%
+44.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.1% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +8.1% | +31.3% | -23.2% | +4.0% |
| 3M | -6.8% | +32.1% | -38.9% | -10.4% |
| 6M | +3.0% | +28.1% | -25.1% | -0.8% |
| YTD | +7.8% | +49.1% | -41.3% | +1.1% |
| 1Y | +5.8% | +60.5% | -54.7% | -1.9% |
| 3Y | +55.3% | +183.9% | -128.6% | +29.4% |
| 5Y | +96.7% | +51.2% | +45.5% | +88.6% |
| All | +96.7% | +52.6% | +44.1% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling