-19.1%
HAL vs GPC
+93.7%
-112.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -1.2% |
| 7D | -7.9% | +0.8% | -8.7% | -8.4% |
| 30D | -2.1% | -1.1% | -1.0% | -2.1% |
| 3M | +0.4% | -6.6% | +7.1% | +3.6% |
| 6M | -19.2% | +22.2% | -41.5% | -31.4% |
| YTD | +14.4% | +5.1% | +9.3% | +4.6% |
| 1Y | +18.0% | +2.8% | +15.2% | +9.3% |
| 3Y | -9.7% | +2.4% | -12.1% | -21.3% |
| 5Y | +40.1% | +7.8% | +32.4% | +11.9% |
| 10Y | -19.1% | +87.2% | -106.4% | -53.9% |
| All | -19.1% | +93.7% | -112.8% | -53.9% |
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