+595.7%
HAL vs GPC
+2,341.8%
-1,746.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.2% |
| 7D | +2.9% | +1.2% | +1.7% | +2.2% |
| 30D | +17.0% | +6.0% | +11.1% | +12.9% |
| 3M | -9.7% | +42.6% | -52.3% | -28.0% |
| 6M | +8.6% | +22.8% | -14.1% | -6.6% |
| YTD | +33.0% | +15.5% | +17.5% | +17.1% |
| 1Y | +68.3% | +2.0% | +66.3% | +59.2% |
| 3Y | +0.1% | -1.4% | +1.5% | -8.3% |
| 5Y | +102.6% | +30.6% | +72.0% | +53.9% |
| 10Y | +3.8% | +80.6% | -76.8% | -34.6% |
| All | +595.7% | +2,341.8% | -1,746.0% | +49.3% |
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