+59.2%
HAL vs GPC
+4.3%
+54.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.4% | +2.7% | +3.0% |
| 7D | +6.1% | +0.4% | +5.7% | +5.9% |
| 30D | +2.9% | -6.3% | +9.2% | +4.7% |
| 3M | +3.3% | -8.2% | +11.5% | +5.7% |
| 6M | -16.9% | +27.1% | -44.0% | -25.3% |
| YTD | +21.2% | +3.1% | +18.1% | +16.7% |
| 1Y | +27.5% | +0.1% | +27.5% | +24.4% |
| 3Y | -6.4% | +0.2% | -6.7% | -12.7% |
| All | +59.2% | +4.3% | +54.8% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling