-19.2%
GIS vs HAS
+99.1%
-118.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.9% |
| 7D | -8.1% | +1.6% | -9.7% | -8.2% |
| 30D | +5.3% | +26.6% | -21.3% | +3.4% |
| 3M | -10.5% | +29.0% | -39.5% | -12.3% |
| 6M | +1.8% | +30.6% | -28.8% | -0.4% |
| YTD | -22.9% | +51.5% | -74.5% | -25.5% |
| 1Y | -22.9% | +58.5% | -81.4% | -25.7% |
| 3Y | -40.5% | +214.1% | -254.6% | -45.5% |
| 5Y | -34.9% | +50.2% | -85.1% | -37.8% |
| All | -19.2% | +99.1% | -118.3% | -21.4% |
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 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