+101.9%
HAS vs GPC
+93.7%
+8.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +0.7% |
| 7D | +2.2% | +0.8% | +1.3% | +1.8% |
| 30D | +29.6% | -1.1% | +30.7% | +29.7% |
| 3M | +30.3% | -6.6% | +36.9% | +33.6% |
| 6M | +25.6% | +22.2% | +3.4% | +12.4% |
| YTD | +50.8% | +5.1% | +45.8% | +42.8% |
| 1Y | +63.0% | +2.8% | +60.2% | +56.0% |
| 3Y | +211.6% | +2.4% | +209.2% | +188.1% |
| 5Y | +50.4% | +7.8% | +42.6% | +32.6% |
| 10Y | +101.9% | +87.2% | +14.6% | +25.5% |
| All | +101.9% | +93.7% | +8.2% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling