+38.2%
GEHC vs GGLL
+280.4%
-242.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -1.8% |
| 7D | +7.6% | +3.1% | +4.5% | +7.1% |
| 30D | +27.5% | -36.3% | +63.8% | +35.2% |
| 3M | +17.2% | -40.4% | +57.6% | +25.3% |
| 6M | +33.6% | -54.6% | +88.2% | +47.7% |
| YTD | +0.6% | -31.1% | +31.8% | +2.7% |
| 1Y | +11.3% | -19.2% | +30.5% | +10.3% |
| 3Y | +16.5% | +151.5% | -135.0% | -8.8% |
| All | +38.2% | +280.4% | -242.2% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling