+211.6%
HAS vs GPC
+2.3%
+209.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.6% | +1.1% |
| 7D | +2.2% | +0.8% | +1.3% | +1.9% |
| 30D | +29.6% | -1.1% | +30.7% | +29.6% |
| 3M | +30.3% | -6.6% | +36.9% | +32.4% |
| 6M | +25.6% | +22.2% | +3.4% | +16.9% |
| YTD | +50.8% | +5.1% | +45.8% | +45.6% |
| 1Y | +63.0% | +2.8% | +60.2% | +58.7% |
| 3Y | +211.6% | +2.4% | +209.2% | +176.6% |
| All | +211.6% | +2.3% | +209.3% | +176.6% |
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