-12.1%
GFS vs HAS
+56.9%
-69.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | 0.0% |
| 7D | -5.3% | +3.3% | -8.6% | -6.5% |
| 30D | -15.8% | +30.5% | -46.3% | -24.8% |
| 3M | -18.6% | +29.9% | -48.5% | -27.4% |
| 6M | -45.0% | +26.5% | -71.5% | -50.9% |
| YTD | +16.8% | +51.9% | -35.2% | -4.9% |
| 1Y | +17.8% | +60.9% | -43.1% | -6.7% |
| 3Y | -21.5% | +215.0% | -236.5% | -56.1% |
| 5Y | -29.3% | +51.5% | -80.8% | -35.6% |
| All | -12.1% | +56.9% | -69.0% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling