+25.2%
GPN vs HAS
+54.3%
-29.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.5% | -1.2% | -2.1% |
| 7D | -6.2% | -4.8% | -1.4% | -4.3% |
| 30D | +1.0% | -5.1% | +6.2% | +3.2% |
| 3M | +36.9% | +6.4% | +30.5% | +33.0% |
| 6M | +16.8% | -5.6% | +22.4% | +18.2% |
| YTD | +13.2% | +11.0% | +2.3% | +6.5% |
| 1Y | +1.4% | +16.8% | -15.3% | -6.7% |
| 3Y | -28.6% | +44.0% | -72.7% | -41.8% |
| 5Y | -47.0% | +11.0% | -58.0% | -52.6% |
| 10Y | +25.2% | +56.0% | -30.8% | -6.7% |
| All | +25.2% | +54.3% | -29.1% | -6.7% |
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