+497.6%
HAL vs GPC
+2,071.6%
-1,574.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | +0.5% |
| 7D | -12.0% | +1.6% | -13.5% | -12.9% |
| 30D | +0.3% | -2.1% | +2.4% | +0.9% |
| 3M | -1.6% | -6.8% | +5.2% | +1.4% |
| 6M | -20.5% | +18.6% | -39.1% | -30.3% |
| YTD | +14.2% | +2.7% | +11.5% | +6.7% |
| 1Y | +18.9% | +1.8% | +17.1% | +11.5% |
| 3Y | -13.7% | +1.1% | -14.8% | -22.3% |
| 5Y | +42.2% | +4.1% | +38.1% | +22.9% |
| 10Y | -16.7% | +88.2% | -104.9% | -48.8% |
| All | +497.6% | +2,071.6% | -1,574.0% | +36.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling