+53.1%
GPN vs HAS
+106.0%
-52.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.8% | -3.1% | -2.1% |
| 7D | +4.3% | +2.0% | +2.3% | +3.4% |
| 30D | +22.1% | +30.9% | -8.8% | +8.8% |
| 3M | +17.1% | +28.8% | -11.7% | +5.0% |
| 6M | +46.7% | +32.3% | +14.4% | +29.0% |
| YTD | +30.8% | +54.7% | -23.9% | +6.8% |
| 1Y | +31.5% | +63.2% | -31.8% | +4.8% |
| 3Y | -5.1% | +220.7% | -225.8% | -45.0% |
| 5Y | -18.1% | +53.3% | -71.4% | -36.1% |
| 10Y | +53.1% | +104.2% | -51.1% | -2.1% |
| All | +53.1% | +106.0% | -52.9% | -2.1% |
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