+3,324.5%
HAS vs GFI
+688.7%
+2,635.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.5% |
| 7D | -1.8% | +3.1% | -4.9% | -1.9% |
| 30D | +2.3% | +27.1% | -24.8% | +1.4% |
| 3M | +10.4% | +21.2% | -10.8% | +9.5% |
| 6M | -3.2% | -4.5% | +1.3% | -3.4% |
| YTD | +15.4% | +11.7% | +3.7% | +14.5% |
| 1Y | +18.8% | +46.0% | -27.2% | +16.7% |
| 3Y | +43.9% | +309.6% | -265.6% | +36.0% |
| 5Y | +13.9% | +506.0% | -492.1% | +5.3% |
| 10Y | +56.4% | +1,009.2% | -952.8% | +38.5% |
| All | +3,324.5% | +688.7% | +2,635.8% | +2,885.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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