+51.5%
HAS vs GPC
+7.2%
+44.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.5% | +1.0% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +30.5% | -1.8% | +32.4% | +30.9% |
| 3M | +29.9% | -6.6% | +36.5% | +32.5% |
| 6M | +26.5% | +21.3% | +5.2% | +15.9% |
| YTD | +51.9% | +4.3% | +47.7% | +45.8% |
| 1Y | +60.9% | +3.3% | +57.7% | +55.0% |
| 3Y | +215.0% | +0.8% | +214.2% | +194.2% |
| 5Y | +51.5% | +7.4% | +44.1% | +29.0% |
| All | +51.5% | +7.2% | +44.3% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling