+12.9%
HAS vs GPC
+30.9%
-18.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | +2.3% | +6.0% | -3.7% | +0.1% |
| 3M | +10.4% | +42.6% | -32.3% | -4.3% |
| 6M | -3.2% | +22.8% | -26.0% | -11.3% |
| YTD | +15.4% | +15.5% | 0.0% | +7.2% |
| 1Y | +18.8% | +2.0% | +16.8% | +16.3% |
| 3Y | +43.9% | -1.4% | +45.4% | +38.0% |
| All | +12.9% | +30.9% | -18.0% | -13.2% |
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