+3,324.5%
HAS vs GPC
+2,341.8%
+982.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -1.0% |
| 7D | -1.8% | +1.2% | -3.0% | -2.4% |
| 30D | +2.3% | +6.0% | -3.7% | -0.5% |
| 3M | +10.4% | +42.6% | -32.3% | -7.9% |
| 6M | -3.2% | +22.8% | -26.0% | -13.8% |
| YTD | +15.4% | +15.5% | 0.0% | +4.8% |
| 1Y | +18.8% | +2.0% | +16.8% | +14.5% |
| 3Y | +43.9% | -1.4% | +45.4% | +36.1% |
| 5Y | +13.9% | +30.6% | -16.7% | -7.5% |
| 10Y | +56.4% | +80.6% | -24.2% | +2.7% |
| All | +3,324.5% | +2,341.8% | +982.7% | +555.9% |
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