+38.6%
GEHC vs GGLL
+304.2%
-265.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.3% | -5.5% | -1.9% |
| 7D | -3.7% | +2.9% | -6.6% | -4.2% |
| 30D | +22.0% | -33.1% | +55.1% | +28.4% |
| 3M | +13.6% | -31.2% | +44.8% | +18.8% |
| 6M | +34.0% | -49.4% | +83.4% | +45.6% |
| YTD | +0.9% | -26.8% | +27.8% | +2.1% |
| 1Y | +12.7% | -17.7% | +30.5% | +11.6% |
| 3Y | +19.4% | +160.4% | -141.0% | -7.0% |
| All | +38.6% | +304.2% | -265.6% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling