+28.1%
HAS vs GGLL
-52.5%
+80.6%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.7% |
| 7D | 0.0% | -1.3% | +1.3% | 0.0% |
| 30D | +31.3% | -36.3% | +67.6% | +31.0% |
| 3M | +32.1% | -42.7% | +74.8% | +31.9% |
| 6M | +28.1% | -53.1% | +81.2% | +28.5% |
| All | +28.1% | -52.5% | +80.6% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 6mo: compounded portfolio wealth divided by compounded GGLL 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…
6mo analysis · Full analysis span regression · 6 months rolling