+41.0%
GEHC vs GGLL
+289.9%
-248.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.6% |
| 7D | +5.6% | +6.3% | -0.7% | +4.7% |
| 30D | +27.9% | -35.1% | +63.0% | +35.2% |
| 3M | +17.1% | -37.7% | +54.8% | +24.4% |
| 6M | +32.5% | -54.1% | +86.6% | +46.3% |
| YTD | +2.7% | -29.4% | +32.1% | +4.4% |
| 1Y | +15.3% | -13.4% | +28.7% | +13.0% |
| 3Y | +23.7% | +158.3% | -134.7% | -3.6% |
| All | +41.0% | +289.9% | -248.9% | -3.3% |
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 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