+189.2%
HAS vs GTLB
+12.7%
+176.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | -0.2% | -11.1% | +10.9% | +0.9% |
| 30D | +31.0% | -7.5% | +38.5% | +31.9% |
| 3M | +30.7% | +34.8% | -4.1% | +27.2% |
| 6M | +23.9% | +98.0% | -74.1% | +15.7% |
| YTD | +48.3% | +28.1% | +20.2% | +44.9% |
| 1Y | +60.2% | +5.6% | +54.7% | +60.2% |
| 3Y | +189.2% | +15.9% | +173.3% | +162.0% |
| All | +189.2% | +12.7% | +176.5% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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