+189.2%
HAS vs GPC
+1.0%
+188.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -0.2% | +1.6% | -1.7% | -0.6% |
| 30D | +31.0% | -2.1% | +33.1% | +31.4% |
| 3M | +30.7% | -6.8% | +37.5% | +32.8% |
| 6M | +23.9% | +18.6% | +5.3% | +16.3% |
| YTD | +48.3% | +2.7% | +45.6% | +44.1% |
| 1Y | +60.2% | +1.8% | +58.4% | +56.2% |
| 3Y | +189.2% | +1.1% | +188.2% | +154.6% |
| All | +189.2% | +1.0% | +188.2% | +154.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling