+3.0%
GD vs HAS
+28.5%
-25.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.7% | -2.3% |
| 7D | -3.9% | 0.0% | -3.9% | -3.9% |
| 30D | +8.1% | +31.3% | -23.2% | +7.6% |
| 3M | -6.8% | +32.1% | -38.9% | -7.2% |
| 6M | +3.0% | +28.1% | -25.1% | +2.3% |
| All | +3.0% | +28.5% | -25.5% | +2.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling