+20,253.5%
GD vs HAS
+4,759.6%
+15,493.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.1% | -5.6% | -3.1% |
| 7D | +3.0% | +2.4% | +0.5% | +2.5% |
| 30D | +10.5% | +31.6% | -21.1% | +4.9% |
| 3M | -5.0% | +33.9% | -38.8% | -10.2% |
| 6M | +5.5% | +31.4% | -25.9% | -0.3% |
| YTD | +10.3% | +51.6% | -41.3% | +1.1% |
| 1Y | +8.2% | +65.2% | -57.0% | -2.5% |
| 3Y | +59.0% | +188.7% | -129.7% | +26.5% |
| 5Y | +104.3% | +55.7% | +48.6% | +79.8% |
| 10Y | +202.4% | +108.8% | +93.7% | +143.1% |
| All | +20,253.5% | +4,759.6% | +15,493.9% | +10,315.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling