+1.2%
HAL vs GPC
+79.8%
-78.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.0% |
| 7D | +0.5% | +0.2% | +0.3% | +0.3% |
| 30D | +15.9% | -0.4% | +16.3% | +15.9% |
| 3M | -8.7% | +39.2% | -47.9% | -27.5% |
| 6M | +9.0% | +18.2% | -9.2% | -4.9% |
| YTD | +32.0% | +12.1% | +19.9% | +17.1% |
| 1Y | +72.5% | -0.7% | +73.1% | +65.7% |
| 3Y | -4.5% | -1.7% | -2.9% | -13.7% |
| 5Y | +109.7% | +29.3% | +80.4% | +47.2% |
| 10Y | +1.2% | +80.7% | -79.5% | -43.5% |
| All | +1.2% | +79.8% | -78.6% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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