+4,324.2%
HAS vs GPC
+2,100.6%
+2,223.6%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.0% |
| 7D | 0.0% | +1.7% | -1.7% | -0.8% |
| 30D | +31.3% | -2.3% | +33.6% | +32.2% |
| 3M | +32.1% | -4.5% | +36.6% | +34.3% |
| 6M | +28.1% | +21.6% | +6.6% | +14.4% |
| YTD | +49.1% | +4.0% | +45.1% | +41.5% |
| 1Y | +60.5% | +3.5% | +57.0% | +52.7% |
| 3Y | +183.9% | +2.1% | +181.7% | +163.1% |
| 5Y | +51.2% | +5.5% | +45.8% | +35.7% |
| 10Y | +105.3% | +90.7% | +14.5% | +30.5% |
| All | +4,324.2% | +2,100.6% | +2,223.6% | +785.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling