+15.7%
GEHC vs GGLL
-11.6%
+27.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.5% | -0.1% | +5.6% |
| 7D | +13.2% | -23.1% | +36.3% | +15.8% |
| 30D | +30.6% | -32.9% | +63.5% | +36.0% |
| 3M | +22.2% | -44.9% | +67.1% | +30.3% |
| 6M | +40.8% | -49.5% | +90.4% | +52.2% |
| YTD | +4.8% | -28.9% | +33.7% | +3.4% |
| 1Y | +15.7% | -12.2% | +27.9% | +11.3% |
| All | +15.7% | -11.6% | +27.3% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling