+46.6%
GPN vs HAS
+97.5%
-51.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.8% | +5.0% | +4.5% |
| 7D | -5.6% | +1.4% | -7.0% | -6.1% |
| 30D | +13.6% | +26.3% | -12.7% | +2.8% |
| 3M | -2.8% | +25.6% | -28.4% | -11.9% |
| 6M | +38.1% | +30.3% | +7.8% | +22.2% |
| YTD | +19.9% | +50.4% | -30.4% | -0.9% |
| 1Y | +23.4% | +57.7% | -34.3% | -0.2% |
| 3Y | -12.6% | +213.4% | -226.0% | -49.0% |
| 5Y | -26.6% | +49.1% | -75.7% | -42.1% |
| All | +46.6% | +97.5% | -51.0% | -4.6% |
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 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